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 | 0.22% | 4.69 CHF | 4.70 CHF | 8,000 | 8,000 | 8,196 | 8,196 | 37,838 CHF | 37,920 CHF | 100.00% | 100.00% |
24/09/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 37,660 CHF | 37,744 CHF | 100.00% | 100.00% |
23/09/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 37,491 CHF | 37,575 CHF | 100.00% | 100.00% |
20/09/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 8,500 | 8,500 | 8,404 | 8,404 | 37,690 CHF | 37,775 CHF | 100.00% | 100.00% |
19/09/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 8,000 | 8,000 | 8,087 | 8,087 | 37,186 CHF | 37,267 CHF | 99.61% | 99.61% |
18/09/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 36,922 CHF | 37,006 CHF | 100.00% | 100.00% |
12/09/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 35,449 CHF | 35,533 CHF | 99.81% | 99.81% |
11/09/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 8,500 | 8,500 | 8,421 | 8,421 | 34,404 CHF | 34,489 CHF | 99.42% | 99.42% |
10/09/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 34,022 CHF | 34,106 CHF | 99.85% | 99.85% |
09/09/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 8,500 | 8,500 | 8,420 | 8,420 | 33,486 CHF | 33,570 CHF | 100.00% | 100.00% |