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 | 0.32% | 3.09 CHF | 3.10 CHF | 100,000 | 100,000 | 95,650 | 95,650 | 299,464 CHF | 300,420 CHF | 100.00% | 100.00% |
24/09/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 95,000 | 95,000 | 95,009 | 95,009 | 305,886 CHF | 306,836 CHF | 99.75% | 99.75% |
23/09/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 100,000 | 100,000 | 99,186 | 99,186 | 305,604 CHF | 306,596 CHF | 99.95% | 99.95% |
20/09/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 100,000 | 100,000 | 99,559 | 99,559 | 306,613 CHF | 307,608 CHF | 99.94% | 99.94% |
19/09/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 95,000 | 95,000 | 96,898 | 96,898 | 301,186 CHF | 302,155 CHF | 98.19% | 98.19% |
18/09/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 302,856 CHF | 303,856 CHF | 99.97% | 99.97% |
12/09/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 294,791 CHF | 295,791 CHF | 100.00% | 100.00% |
11/09/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 105,000 | 105,000 | 101,832 | 101,832 | 291,845 CHF | 292,864 CHF | 100.00% | 100.00% |
10/09/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 105,000 | 105,000 | 101,068 | 101,068 | 291,264 CHF | 292,274 CHF | 100.00% | 100.00% |
09/09/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 100,000 | 100,000 | 99,995 | 99,995 | 288,345 CHF | 289,345 CHF | 100.00% | 100.00% |