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 | 1.14% | 0.87 CHF | 0.88 CHF | 1,634,700 | 1,634,700 | 1,566,560 | 1,566,560 | 1,367,060 CHF | 1,382,730 CHF | 99.65% | 99.65% |
24/09/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 1,557,400 | 1,557,400 | 1,542,480 | 1,542,480 | 1,401,520 CHF | 1,416,950 CHF | 100.00% | 100.00% |
23/09/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 1,540,600 | 1,540,600 | 1,480,710 | 1,480,710 | 1,365,350 CHF | 1,380,160 CHF | 100.00% | 100.00% |
20/09/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 1,472,700 | 1,472,700 | 1,397,580 | 1,397,580 | 1,310,650 CHF | 1,324,630 CHF | 100.00% | 100.00% |
19/09/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 1,387,400 | 1,387,400 | 1,375,760 | 1,375,760 | 1,344,590 CHF | 1,358,350 CHF | 98.16% | 98.16% |
18/09/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1,374,200 | 1,374,200 | 1,385,480 | 1,385,480 | 1,370,080 CHF | 1,383,930 CHF | 100.00% | 100.00% |
12/09/2024 | 0.92% | 1.04 CHF | 1.05 CHF | 1,314,000 | 1,314,000 | 1,227,040 | 1,227,040 | 1,322,950 CHF | 1,335,230 CHF | 100.00% | 100.00% |
11/09/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 1,216,200 | 1,216,200 | 1,213,800 | 1,213,800 | 1,314,940 CHF | 1,327,080 CHF | 99.78% | 99.78% |
10/09/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 1,213,500 | 1,213,500 | 1,200,100 | 1,200,100 | 1,324,040 CHF | 1,336,040 CHF | 99.80% | 99.80% |
09/09/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 1,198,300 | 1,198,300 | 1,214,000 | 1,214,000 | 1,358,490 CHF | 1,370,630 CHF | 100.00% | 100.00% |