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 | 0.21% | 4.90 CHF | 4.91 CHF | 78,000 | 78,000 | 77,700 | 77,700 | 380,315 CHF | 381,093 CHF | 100.00% | 100.00% |
24/09/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 78,000 | 78,000 | 76,334 | 76,334 | 379,963 CHF | 380,727 CHF | 98.72% | 98.72% |
23/09/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 78,000 | 78,000 | 77,490 | 77,490 | 382,349 CHF | 383,124 CHF | 99.35% | 99.35% |
20/09/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 78,000 | 78,000 | 77,388 | 77,388 | 378,862 CHF | 379,637 CHF | 100.00% | 100.00% |
19/09/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 78,000 | 78,000 | 77,600 | 77,600 | 378,189 CHF | 378,966 CHF | 100.00% | 100.00% |
18/09/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 79,000 | 79,000 | 79,042 | 79,042 | 374,967 CHF | 375,759 CHF | 100.00% | 100.00% |
12/09/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 79,000 | 79,000 | 79,351 | 79,351 | 367,630 CHF | 368,424 CHF | 99.98% | 99.98% |
11/09/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 82,000 | 82,000 | 81,111 | 81,111 | 363,700 CHF | 364,512 CHF | 99.02% | 99.02% |
10/09/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 82,000 | 82,000 | 80,020 | 80,020 | 364,971 CHF | 365,772 CHF | 93.95% | 93.95% |
09/09/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 80,000 | 80,000 | 79,480 | 79,480 | 365,565 CHF | 366,361 CHF | 98.72% | 98.72% |