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 | 0.14% | 6.97 CHF | 6.98 CHF | 92,200 | 92,200 | 92,260 | 92,260 | 639,779 CHF | 640,702 CHF | 100.00% | 100.00% |
24/09/2024 | 0.14% | 6.86 CHF | 6.87 CHF | 92,400 | 92,400 | 92,040 | 92,040 | 637,954 CHF | 638,875 CHF | 100.00% | 100.00% |
23/09/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 91,800 | 91,800 | 91,860 | 91,860 | 643,690 CHF | 644,608 CHF | 100.00% | 100.00% |
20/09/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 91,900 | 91,900 | 92,440 | 92,440 | 643,168 CHF | 644,093 CHF | 100.00% | 100.00% |
19/09/2024 | 0.14% | 6.92 CHF | 6.93 CHF | 92,800 | 92,800 | 93,515 | 93,515 | 645,992 CHF | 646,928 CHF | 98.34% | 98.34% |
18/09/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 94,000 | 94,000 | 93,880 | 93,880 | 638,151 CHF | 639,090 CHF | 100.00% | 100.00% |
12/09/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 90,800 | 90,800 | 92,239 | 92,239 | 655,885 CHF | 656,808 CHF | 100.00% | 100.00% |
11/09/2024 | 0.15% | 6.94 CHF | 6.95 CHF | 93,300 | 93,300 | 93,059 | 93,059 | 640,659 CHF | 641,590 CHF | 99.79% | 99.79% |
10/09/2024 | 0.14% | 6.88 CHF | 6.89 CHF | 92,900 | 92,900 | 92,601 | 92,601 | 638,831 CHF | 639,757 CHF | 99.74% | 99.74% |
09/09/2024 | 0.14% | 6.89 CHF | 6.90 CHF | 92,400 | 92,400 | 93,659 | 93,659 | 647,170 CHF | 648,106 CHF | 100.00% | 100.00% |