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 | 0.97% | 1.58 CHF | 1.59 CHF | 146,000 | 146,000 | 64,939 | 64,939 | 103,759 CHF | 104,605 CHF | 99.73% | 99.73% |
24/09/2024 | 0.95% | 1.62 CHF | 1.63 CHF | 145,000 | 145,000 | 63,878 | 63,878 | 105,048 CHF | 105,877 CHF | 99.54% | 99.54% |
23/09/2024 | 0.94% | 1.67 CHF | 1.68 CHF | 143,000 | 143,000 | 64,168 | 64,168 | 106,062 CHF | 106,894 CHF | 99.59% | 99.59% |
20/09/2024 | 0.94% | 1.63 CHF | 1.64 CHF | 144,000 | 144,000 | 64,179 | 64,179 | 105,330 CHF | 106,163 CHF | 99.78% | 99.78% |
19/09/2024 | 0.91% | 1.62 CHF | 1.63 CHF | 145,000 | 145,000 | 64,397 | 64,397 | 108,651 CHF | 109,483 CHF | 97.94% | 97.94% |
18/09/2024 | 0.90% | 1.68 CHF | 1.69 CHF | 143,000 | 143,000 | 63,829 | 63,829 | 108,780 CHF | 109,608 CHF | 99.86% | 99.86% |
12/09/2024 | 0.95% | 1.61 CHF | 1.62 CHF | 145,000 | 145,000 | 64,719 | 64,719 | 104,719 CHF | 105,559 CHF | 100.00% | 100.00% |
11/09/2024 | 0.97% | 1.54 CHF | 1.55 CHF | 147,000 | 147,000 | 65,721 | 65,721 | 103,799 CHF | 104,654 CHF | 99.97% | 99.97% |
10/09/2024 | 0.96% | 1.59 CHF | 1.60 CHF | 146,000 | 146,000 | 65,361 | 65,361 | 104,511 CHF | 105,363 CHF | 99.50% | 99.50% |
09/09/2024 | 1.00% | 1.59 CHF | 1.60 CHF | 146,000 | 146,000 | 65,077 | 65,077 | 101,238 CHF | 102,088 CHF | 99.83% | 99.83% |