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 | 2,27% | 0,42 CHF | 0,43 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 37 974 CHF | 38 844 CHF | 100,00% | 100,00% |
25/09/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 86 000 | 86 000 | 86 090 | 86 090 | 40 164 CHF | 41 025 CHF | 99,52% | 99,52% |
24/09/2024 | 2,24% | 0,46 CHF | 0,47 CHF | 87 000 | 87 000 | 86 916 | 86 916 | 38 493 CHF | 39 362 CHF | 99,50% | 99,50% |
23/09/2024 | 2,23% | 0,46 CHF | 0,47 CHF | 87 000 | 87 000 | 86 789 | 86 789 | 38 445 CHF | 39 313 CHF | 100,00% | 100,00% |
20/09/2024 | 1,90% | 0,49 CHF | 0,50 CHF | 86 000 | 86 000 | 85 166 | 85 166 | 44 467 CHF | 45 319 CHF | 100,00% | 100,00% |
19/09/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 86 000 | 86 000 | 85 446 | 85 446 | 44 449 CHF | 45 304 CHF | 97,79% | 97,79% |
18/09/2024 | 2,31% | 0,40 CHF | 0,41 CHF | 89 000 | 89 000 | 87 769 | 87 769 | 37 684 CHF | 38 562 CHF | 100,00% | 100,00% |
12/09/2024 | 1,37% | 0,77 CHF | 0,78 CHF | 82 000 | 82 000 | 82 127 | 82 127 | 59 418 CHF | 60 239 CHF | 99,99% | 99,99% |
11/09/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 84 000 | 84 000 | 83 575 | 83 575 | 55 809 CHF | 56 646 CHF | 100,00% | 100,00% |
10/09/2024 | 1,52% | 0,68 CHF | 0,69 CHF | 84 000 | 84 000 | 83 904 | 83 904 | 54 843 CHF | 55 682 CHF | 100,00% | 100,00% |