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 | 0,65% | 12,87 CHF | 12,96 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 51 607 CHF | 51 944 CHF | 100,00% | 100,00% |
25/09/2024 | 0,59% | 13,31 CHF | 13,39 CHF | 4 000 | 4 000 | 4 000 | 4 000 | 53 626 CHF | 53 945 CHF | 99,99% | 99,99% |
24/09/2024 | 0,61% | 12,73 CHF | 12,80 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 63 141 CHF | 63 526 CHF | 100,00% | 100,00% |
23/09/2024 | 0,60% | 12,27 CHF | 12,34 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 60 142 CHF | 60 503 CHF | 100,00% | 100,00% |
20/09/2024 | 0,62% | 11,45 CHF | 11,52 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 59 538 CHF | 59 905 CHF | 100,00% | 100,00% |
19/09/2024 | 0,58% | 11,88 CHF | 11,95 CHF | 5 000 | 5 000 | 5 670 | 5 670 | 68 121 CHF | 68 520 CHF | 100,00% | 100,00% |
18/09/2024 | 0,68% | 10,97 CHF | 11,05 CHF | 5 000 | 5 000 | 5 000 | 5 000 | 57 685 CHF | 58 079 CHF | 100,00% | 100,00% |
12/09/2024 | 0,59% | 10,89 CHF | 10,96 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 64 541 CHF | 64 925 CHF | 100,00% | 100,00% |
11/09/2024 | 0,61% | 10,24 CHF | 10,30 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 59 727 CHF | 60 089 CHF | 100,00% | 100,00% |
10/09/2024 | 0,64% | 9,61 CHF | 9,67 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 59 619 CHF | 59 999 CHF | 100,00% | 100,00% |