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 | 0,48% | 4,32 CHF | 4,33 CHF | 146 000 | 146 000 | 47 989 | 47 989 | 182 924 CHF | 183 640 CHF | 96,90% | 96,90% |
25/09/2024 | 0,47% | 3,84 CHF | 3,85 CHF | 127 000 | 127 000 | 50 346 | 50 346 | 191 111 CHF | 191 846 CHF | 99,89% | 99,89% |
24/09/2024 | 0,49% | 3,85 CHF | 3,86 CHF | 129 000 | 129 000 | 50 509 | 50 509 | 192 958 CHF | 193 700 CHF | 100,00% | 100,00% |
23/09/2024 | 0,46% | 3,80 CHF | 3,81 CHF | 126 000 | 126 000 | 50 765 | 50 765 | 195 838 CHF | 196 581 CHF | 100,00% | 100,00% |
20/09/2024 | 0,44% | 4,00 CHF | 4,01 CHF | 132 000 | 132 000 | 53 399 | 53 399 | 215 545 CHF | 216 325 CHF | 100,00% | 100,00% |
19/09/2024 | 0,46% | 3,98 CHF | 3,99 CHF | 132 000 | 132 000 | 52 758 | 52 758 | 207 986 CHF | 208 750 CHF | 98,02% | 98,02% |
18/09/2024 | 0,45% | 3,95 CHF | 3,96 CHF | 132 000 | 132 000 | 52 884 | 52 884 | 209 406 CHF | 210 176 CHF | 99,10% | 99,10% |
12/09/2024 | 0,45% | 3,99 CHF | 4,00 CHF | 131 000 | 131 000 | 52 483 | 52 483 | 210 708 CHF | 211 470 CHF | 99,99% | 99,99% |
11/09/2024 | 0,42% | 4,14 CHF | 4,15 CHF | 138 000 | 138 000 | 56 019 | 56 019 | 237 507 CHF | 238 322 CHF | 100,00% | 100,00% |
10/09/2024 | 0,42% | 4,29 CHF | 4,30 CHF | 145 000 | 145 000 | 57 407 | 57 407 | 245 355 CHF | 246 187 CHF | 99,67% | 99,67% |