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 | 0.95% | 14.35 CHF | 14.40 CHF | 3,950 | 3,950 | 2,653 | 2,653 | 37,784 CHF | 38,110 CHF | 100.00% | 100.00% |
24/09/2024 | 0.95% | 14.25 CHF | 14.30 CHF | 3,940 | 3,940 | 2,642 | 2,642 | 37,590 CHF | 37,914 CHF | 100.00% | 100.00% |
23/09/2024 | 0.93% | 14.55 CHF | 14.60 CHF | 3,900 | 3,900 | 2,610 | 2,610 | 38,012 CHF | 38,332 CHF | 100.00% | 100.00% |
20/09/2024 | 0.95% | 14.30 CHF | 14.35 CHF | 3,950 | 3,950 | 2,644 | 2,644 | 37,790 CHF | 38,115 CHF | 100.00% | 100.00% |
19/09/2024 | 0.95% | 14.30 CHF | 14.35 CHF | 3,940 | 3,940 | 2,637 | 2,637 | 37,710 CHF | 38,034 CHF | 99.92% | 99.92% |
18/09/2024 | 0.91% | 13.70 CHF | 13.75 CHF | 4,020 | 4,020 | 2,633 | 2,633 | 36,274 CHF | 36,541 CHF | 100.00% | 100.00% |
12/09/2024 | 1.07% | 12.90 CHF | 12.95 CHF | 4,130 | 4,130 | 2,768 | 2,768 | 35,312 CHF | 35,654 CHF | 99.35% | 99.35% |
11/09/2024 | 1.13% | 11.95 CHF | 12.00 CHF | 4,260 | 4,260 | 2,848 | 2,848 | 34,170 CHF | 34,520 CHF | 99.66% | 99.66% |
10/09/2024 | 1.13% | 12.05 CHF | 12.10 CHF | 4,250 | 4,250 | 2,851 | 2,851 | 34,204 CHF | 34,555 CHF | 99.99% | 99.99% |
09/09/2024 | 1.08% | 11.90 CHF | 11.95 CHF | 4,280 | 4,280 | 2,800 | 2,800 | 34,998 CHF | 35,342 CHF | 100.00% | 100.00% |