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 | 0,39% | 2,47 CHF | 2,48 CHF | 8 900 | 8 900 | 8 961 | 8 961 | 23 037 CHF | 23 127 CHF | 99,96% | 99,96% |
25/09/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 9 690 | 9 690 | 9 635 | 9 635 | 29 093 CHF | 29 190 CHF | 100,00% | 100,00% |
24/09/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 9 770 | 9 770 | 9 640 | 9 640 | 29 024 CHF | 29 120 CHF | 100,00% | 100,00% |
23/09/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 10 130 | 10 130 | 10 095 | 10 095 | 33 068 CHF | 33 169 CHF | 100,00% | 100,00% |
20/09/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 10 090 | 10 090 | 9 953 | 9 953 | 31 874 CHF | 31 974 CHF | 100,00% | 100,00% |
19/09/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 9 790 | 9 790 | 9 683 | 9 683 | 29 403 CHF | 29 500 CHF | 100,00% | 100,00% |
18/09/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 10 040 | 10 040 | 9 849 | 9 849 | 30 750 CHF | 30 849 CHF | 100,00% | 100,00% |
12/09/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 9 860 | 9 860 | 9 733 | 9 733 | 29 769 CHF | 29 867 CHF | 99,83% | 99,83% |
11/09/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 9 860 | 9 860 | 9 717 | 9 717 | 29 352 CHF | 29 450 CHF | 99,73% | 99,73% |
10/09/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 9 810 | 9 810 | 9 661 | 9 661 | 28 974 CHF | 29 071 CHF | 100,00% | 100,00% |