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 | 0.35% | 2.85 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,771 CHF | 142,271 CHF | 99.89% | 99.89% |
24/09/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,773 CHF | 137,273 CHF | 100.00% | 100.00% |
23/09/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,181 CHF | 136,681 CHF | 100.00% | 100.00% |
20/09/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,608 CHF | 142,108 CHF | 99.87% | 99.87% |
19/09/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,280 CHF | 143,780 CHF | 100.00% | 100.00% |
18/09/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,038 CHF | 143,538 CHF | 100.00% | 100.00% |
12/09/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,140 CHF | 150,640 CHF | 100.00% | 100.00% |
11/09/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,074 CHF | 146,574 CHF | 100.00% | 100.00% |
10/09/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,541 CHF | 143,041 CHF | 99.81% | 99.81% |
09/09/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,492 CHF | 148,992 CHF | 99.59% | 99.59% |