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% | 14.30 CHF | 14.35 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 714,356 CHF | 716,836 CHF | 100.00% | 100.00% |
24/09/2024 | 0.35% | 14.45 CHF | 14.50 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 714,439 CHF | 716,918 CHF | 100.00% | 100.00% |
23/09/2024 | 0.35% | 14.35 CHF | 14.40 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 712,249 CHF | 714,728 CHF | 100.00% | 100.00% |
20/09/2024 | 0.35% | 14.25 CHF | 14.30 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 709,562 CHF | 712,041 CHF | 100.00% | 100.00% |
19/09/2024 | 0.35% | 14.20 CHF | 14.25 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 705,030 CHF | 707,509 CHF | 99.93% | 99.93% |
18/09/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 689,911 CHF | 692,390 CHF | 100.00% | 100.00% |
12/09/2024 | 0.37% | 13.45 CHF | 13.50 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 667,511 CHF | 669,990 CHF | 99.52% | 99.52% |
11/09/2024 | 0.39% | 12.80 CHF | 12.85 CHF | 50,000 | 50,000 | 49,546 | 49,546 | 646,384 CHF | 648,864 CHF | 98.98% | 98.98% |
10/09/2024 | 0.38% | 13.20 CHF | 13.25 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 658,784 CHF | 661,263 CHF | 99.98% | 99.98% |
09/09/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 651,882 CHF | 654,362 CHF | 100.00% | 100.00% |