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 | 0.68% | 1.49 CHF | 1.50 CHF | 45,800 | 45,800 | 45,800 | 45,800 | 66,808 CHF | 67,266 CHF | 100.00% | 100.00% |
25/09/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 65,163 CHF | 65,633 CHF | 100.00% | 100.00% |
24/09/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 46,400 | 46,400 | 46,400 | 46,400 | 67,002 CHF | 67,466 CHF | 100.00% | 100.00% |
23/09/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 50,300 | 50,300 | 50,300 | 50,300 | 68,361 CHF | 68,864 CHF | 99.91% | 99.91% |
20/09/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 48,800 | 48,800 | 48,800 | 48,800 | 64,989 CHF | 65,477 CHF | 100.00% | 100.00% |
19/09/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 46,300 | 46,300 | 46,299 | 46,299 | 64,376 CHF | 64,839 CHF | 98.15% | 98.15% |
18/09/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 46,400 | 46,400 | 46,400 | 46,400 | 66,978 CHF | 67,442 CHF | 100.00% | 100.00% |
12/09/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 49,000 | 49,000 | 48,967 | 48,967 | 67,175 CHF | 67,665 CHF | 100.00% | 100.00% |
11/09/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 49,200 | 49,200 | 49,200 | 49,200 | 65,981 CHF | 66,473 CHF | 100.00% | 100.00% |
10/09/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 48,100 | 48,100 | 48,100 | 48,100 | 64,594 CHF | 65,075 CHF | 100.00% | 100.00% |