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 | 2.63% | 0.18 CHF | 0.19 CHF | 354,200 | 354,200 | 354,200 | 354,200 | 66,377 CHF | 68,148 CHF | 100.00% | 100.00% |
25/09/2024 | 2.51% | 0.20 CHF | 0.20 CHF | 339,300 | 339,300 | 339,300 | 339,300 | 66,633 CHF | 68,330 CHF | 100.00% | 100.00% |
24/09/2024 | 2.62% | 0.19 CHF | 0.20 CHF | 346,500 | 346,500 | 346,500 | 346,500 | 65,247 CHF | 66,980 CHF | 100.00% | 100.00% |
23/09/2024 | 2.43% | 0.20 CHF | 0.20 CHF | 297,400 | 297,400 | 297,400 | 297,400 | 60,576 CHF | 62,063 CHF | 99.91% | 99.91% |
20/09/2024 | 2.38% | 0.22 CHF | 0.22 CHF | 312,200 | 312,200 | 312,200 | 312,200 | 64,898 CHF | 66,459 CHF | 100.00% | 100.00% |
19/09/2024 | 2.48% | 0.21 CHF | 0.21 CHF | 339,200 | 339,200 | 339,194 | 339,194 | 67,474 CHF | 69,170 CHF | 98.15% | 98.15% |
18/09/2024 | 2.59% | 0.20 CHF | 0.20 CHF | 338,200 | 338,200 | 338,200 | 338,200 | 64,405 CHF | 66,096 CHF | 100.00% | 100.00% |
12/09/2024 | 2.40% | 0.21 CHF | 0.22 CHF | 306,500 | 306,500 | 306,296 | 306,296 | 63,244 CHF | 64,777 CHF | 100.00% | 100.00% |
11/09/2024 | 2.39% | 0.22 CHF | 0.22 CHF | 304,600 | 304,600 | 304,600 | 304,600 | 63,041 CHF | 64,564 CHF | 100.00% | 100.00% |
10/09/2024 | 2.38% | 0.21 CHF | 0.21 CHF | 316,000 | 316,000 | 316,000 | 316,000 | 65,742 CHF | 67,322 CHF | 100.00% | 100.00% |