Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 0,51% | 29,80 CHF | 29,95 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 591 175 CHF | 594 175 CHF | 98,53% | 98,53% |
25/09/2024 | 0,52% | 28,00 CHF | 28,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 575 633 CHF | 578 633 CHF | 99,13% | 99,13% |
24/09/2024 | 0,51% | 28,95 CHF | 29,10 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 587 659 CHF | 590 659 CHF | 99,17% | 99,17% |
23/09/2024 | 0,52% | 28,85 CHF | 29,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 572 607 CHF | 575 607 CHF | 99,17% | 99,17% |
20/09/2024 | 0,50% | 29,70 CHF | 29,85 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 600 671 CHF | 603 671 CHF | 99,38% | 99,38% |
19/09/2024 | 0,49% | 30,65 CHF | 30,80 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 612 245 CHF | 615 245 CHF | 99,16% | 99,16% |
18/09/2024 | 0,52% | 29,20 CHF | 29,35 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 574 972 CHF | 577 972 CHF | 99,17% | 99,17% |
12/09/2024 | 0,55% | 27,05 CHF | 27,20 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 540 508 CHF | 543 508 CHF | 99,17% | 99,17% |
11/09/2024 | 0,56% | 26,85 CHF | 27,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 538 166 CHF | 541 166 CHF | 99,17% | 99,17% |
10/09/2024 | 0,54% | 27,00 CHF | 27,15 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 555 975 CHF | 558 975 CHF | 98,63% | 98,63% |