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 | 0.62% | 1.62 CHF | 1.63 CHF | 305,000 | 305,000 | 304,075 | 304,075 | 492,376 CHF | 495,416 CHF | 95.60% | 95.60% |
24/09/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 310,000 | 310,000 | 309,622 | 309,622 | 485,901 CHF | 488,997 CHF | 93.94% | 93.94% |
23/09/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 315,000 | 315,000 | 314,693 | 314,693 | 474,511 CHF | 477,658 CHF | 98.07% | 98.07% |
20/09/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 315,000 | 315,000 | 313,372 | 313,372 | 480,413 CHF | 483,546 CHF | 97.37% | 97.37% |
19/09/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 315,000 | 315,000 | 310,376 | 310,376 | 481,719 CHF | 484,822 CHF | 95.09% | 95.09% |
18/09/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 320,000 | 320,000 | 318,660 | 318,660 | 472,141 CHF | 475,327 CHF | 98.43% | 98.43% |
12/09/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 325,000 | 325,000 | 320,693 | 320,693 | 468,773 CHF | 471,980 CHF | 96.84% | 96.84% |
11/09/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 330,000 | 330,000 | 326,766 | 326,766 | 464,196 CHF | 467,467 CHF | 96.03% | 96.03% |
10/09/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 330,000 | 330,000 | 327,901 | 327,901 | 462,819 CHF | 466,098 CHF | 97.59% | 97.59% |
09/09/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 330,000 | 330,000 | 325,105 | 325,105 | 464,250 CHF | 467,501 CHF | 97.20% | 97.20% |