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% | 5.67 CHF | 5.69 CHF | 59,000 | 59,000 | 59,679 | 59,679 | 337,032 CHF | 338,225 CHF | 99.50% | 99.50% |
24/09/2024 | 0.36% | 5.55 CHF | 5.57 CHF | 60,000 | 60,000 | 60,017 | 60,017 | 336,602 CHF | 337,802 CHF | 99.45% | 99.45% |
23/09/2024 | 0.36% | 5.57 CHF | 5.59 CHF | 60,000 | 60,000 | 60,268 | 60,268 | 335,744 CHF | 336,950 CHF | 100.00% | 100.00% |
20/09/2024 | 0.35% | 5.58 CHF | 5.60 CHF | 60,000 | 60,000 | 59,999 | 59,999 | 337,579 CHF | 338,779 CHF | 100.00% | 100.00% |
19/09/2024 | 0.35% | 5.74 CHF | 5.76 CHF | 59,000 | 59,000 | 59,113 | 59,113 | 338,089 CHF | 339,272 CHF | 97.77% | 97.77% |
18/09/2024 | 0.36% | 5.52 CHF | 5.54 CHF | 61,000 | 61,000 | 60,711 | 60,711 | 335,161 CHF | 336,375 CHF | 100.00% | 100.00% |
12/09/2024 | 0.38% | 5.27 CHF | 5.29 CHF | 62,000 | 62,000 | 62,217 | 62,217 | 328,685 CHF | 329,929 CHF | 100.00% | 100.00% |
11/09/2024 | 0.38% | 5.15 CHF | 5.17 CHF | 63,000 | 63,000 | 62,999 | 62,999 | 327,905 CHF | 329,166 CHF | 100.00% | 100.00% |
10/09/2024 | 0.38% | 5.23 CHF | 5.25 CHF | 63,000 | 63,000 | 62,898 | 62,898 | 329,008 CHF | 330,266 CHF | 100.00% | 100.00% |
09/09/2024 | 0.38% | 5.19 CHF | 5.21 CHF | 63,000 | 63,000 | 63,000 | 63,000 | 327,805 CHF | 329,065 CHF | 100.00% | 100.00% |