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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.30% | 133.40 CHF | 133.80 CHF | 800 | 800 | 797 | 797 | 105,909 CHF | 106,228 CHF | 100.00% | 100.00% |
24/09/2024 | 0.31% | 132.20 CHF | 132.60 CHF | 800 | 800 | 797 | 797 | 104,242 CHF | 104,560 CHF | 99.58% | 99.58% |
23/09/2024 | 0.30% | 135.60 CHF | 136.00 CHF | 800 | 800 | 797 | 797 | 106,443 CHF | 106,762 CHF | 99.96% | 99.96% |
20/09/2024 | 0.31% | 131.60 CHF | 132.00 CHF | 900 | 900 | 896 | 896 | 115,613 CHF | 115,971 CHF | 99.91% | 99.91% |
19/09/2024 | 0.34% | 122.80 CHF | 123.20 CHF | 900 | 900 | 896 | 896 | 106,258 CHF | 106,617 CHF | 98.18% | 98.18% |
18/09/2024 | 0.33% | 120.00 CHF | 120.40 CHF | 900 | 900 | 896 | 896 | 108,780 CHF | 109,138 CHF | 99.97% | 99.97% |
12/09/2024 | 0.31% | 131.60 CHF | 132.00 CHF | 800 | 800 | 807 | 807 | 104,388 CHF | 104,711 CHF | 99.99% | 99.99% |
11/09/2024 | 0.31% | 125.40 CHF | 125.80 CHF | 900 | 900 | 896 | 896 | 113,717 CHF | 114,076 CHF | 100.00% | 100.00% |
10/09/2024 | 0.31% | 127.00 CHF | 127.40 CHF | 800 | 800 | 797 | 797 | 103,114 CHF | 103,433 CHF | 100.00% | 100.00% |
09/09/2024 | 0.30% | 133.00 CHF | 133.40 CHF | 800 | 800 | 800 | 800 | 106,135 CHF | 106,455 CHF | 100.00% | 100.00% |