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 | 0.29% | 5.50 CHF | 5.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 134,624 CHF | 135,017 CHF | 98.07% | 98.07% |
24/09/2024 | 0.29% | 5.29 CHF | 5.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 133,374 CHF | 133,765 CHF | 99.53% | 99.53% |
23/09/2024 | 0.31% | 5.23 CHF | 5.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 131,463 CHF | 131,870 CHF | 100.00% | 100.00% |
20/09/2024 | 0.31% | 5.28 CHF | 5.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 132,952 CHF | 133,359 CHF | 89.51% | 89.51% |
19/09/2024 | 0.29% | 5.71 CHF | 5.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 140,292 CHF | 140,696 CHF | 99.39% | 99.39% |
18/09/2024 | 0.32% | 5.39 CHF | 5.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 134,605 CHF | 135,032 CHF | 99.33% | 99.33% |
12/09/2024 | 0.32% | 5.37 CHF | 5.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 134,697 CHF | 135,126 CHF | 97.95% | 97.95% |
11/09/2024 | 0.38% | 5.27 CHF | 5.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 132,477 CHF | 132,977 CHF | 98.75% | 98.75% |
10/09/2024 | 0.38% | 5.24 CHF | 5.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 131,372 CHF | 131,872 CHF | 100.00% | 100.00% |
09/09/2024 | 0.38% | 5.15 CHF | 5.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 130,360 CHF | 130,860 CHF | 100.00% | 100.00% |