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 | 1,32% | 8,41 CHF | 8,46 CHF | 9 700 | 9 700 | 4 216 | 4 216 | 36 698 CHF | 37 081 CHF | 99,98% | 99,98% |
25/09/2024 | 1,40% | 9,45 CHF | 9,51 CHF | 8 800 | 8 800 | 3 922 | 3 922 | 36 235 CHF | 36 629 CHF | 99,32% | 99,32% |
24/09/2024 | 1,27% | 9,03 CHF | 9,08 CHF | 10 000 | 10 000 | 4 447 | 4 447 | 39 048 CHF | 39 434 CHF | 99,41% | 99,41% |
23/09/2024 | 1,31% | 7,86 CHF | 7,91 CHF | 10 500 | 10 500 | 4 725 | 4 725 | 36 961 CHF | 37 352 CHF | 100,00% | 100,00% |
20/09/2024 | 1,32% | 7,95 CHF | 8,00 CHF | 10 400 | 10 400 | 4 657 | 4 657 | 36 439 CHF | 36 823 CHF | 100,00% | 100,00% |
19/09/2024 | 1,27% | 7,69 CHF | 7,74 CHF | 9 600 | 9 600 | 4 231 | 4 231 | 36 330 CHF | 36 705 CHF | 97,46% | 97,46% |
18/09/2024 | 1,53% | 9,92 CHF | 9,99 CHF | 7 100 | 7 100 | 2 954 | 2 954 | 31 296 CHF | 31 661 CHF | 100,00% | 100,00% |
12/09/2024 | 1,50% | 5,57 CHF | 5,61 CHF | 14 300 | 14 300 | 6 566 | 6 566 | 34 011 CHF | 34 433 CHF | 99,98% | 99,98% |
11/09/2024 | 1,38% | 5,52 CHF | 5,56 CHF | 14 100 | 14 100 | 6 237 | 6 237 | 35 368 CHF | 35 769 CHF | 99,90% | 99,90% |
10/09/2024 | 1,46% | 6,07 CHF | 6,11 CHF | 13 700 | 13 700 | 6 273 | 6 273 | 35 723 CHF | 36 130 CHF | 99,92% | 99,92% |