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 | 2.57% | 0.20 CHF | 0.20 CHF | 343,200 | 343,200 | 343,200 | 343,200 | 65,851 CHF | 67,567 CHF | 100.00% | 100.00% |
25/09/2024 | 2.71% | 0.19 CHF | 0.19 CHF | 351,900 | 351,900 | 351,900 | 351,900 | 64,109 CHF | 65,868 CHF | 100.00% | 100.00% |
24/09/2024 | 2.59% | 0.19 CHF | 0.20 CHF | 347,400 | 347,400 | 347,400 | 347,400 | 66,251 CHF | 67,988 CHF | 100.00% | 100.00% |
23/09/2024 | 2.75% | 0.19 CHF | 0.19 CHF | 377,100 | 377,100 | 377,100 | 377,100 | 67,571 CHF | 69,457 CHF | 99.92% | 99.92% |
20/09/2024 | 2.80% | 0.17 CHF | 0.18 CHF | 365,800 | 365,800 | 365,800 | 365,800 | 64,367 CHF | 66,196 CHF | 100.00% | 100.00% |
19/09/2024 | 2.69% | 0.18 CHF | 0.18 CHF | 346,900 | 346,900 | 346,896 | 346,896 | 63,735 CHF | 65,469 CHF | 98.15% | 98.15% |
18/09/2024 | 2.60% | 0.19 CHF | 0.20 CHF | 347,600 | 347,600 | 347,600 | 347,600 | 66,025 CHF | 67,763 CHF | 100.00% | 100.00% |
12/09/2024 | 2.72% | 0.18 CHF | 0.18 CHF | 367,300 | 367,300 | 367,056 | 367,056 | 66,601 CHF | 68,438 CHF | 100.00% | 100.00% |
11/09/2024 | 2.77% | 0.18 CHF | 0.18 CHF | 368,700 | 368,700 | 368,700 | 368,700 | 65,687 CHF | 67,530 CHF | 100.00% | 100.00% |
10/09/2024 | 2.79% | 0.18 CHF | 0.19 CHF | 360,600 | 360,600 | 360,600 | 360,600 | 63,711 CHF | 65,514 CHF | 100.00% | 100.00% |