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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 35,500 | 35,500 | 35,500 | 35,500 | 67,129 CHF | 67,484 CHF | 100.00% | 100.00% |
25/09/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 67,559 CHF | 67,899 CHF | 100.00% | 100.00% |
24/09/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 34,700 | 34,700 | 34,700 | 34,700 | 66,205 CHF | 66,552 CHF | 100.00% | 100.00% |
23/09/2024 | 0.48% | 1.98 CHF | 1.99 CHF | 29,800 | 29,800 | 29,800 | 29,800 | 61,388 CHF | 61,686 CHF | 99.91% | 99.91% |
20/09/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 31,300 | 31,300 | 31,300 | 31,300 | 65,910 CHF | 66,223 CHF | 100.00% | 100.00% |
19/09/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 34,000 | 34,000 | 33,999 | 33,999 | 68,598 CHF | 68,938 CHF | 98.15% | 98.15% |
18/09/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 33,900 | 33,900 | 33,900 | 33,900 | 65,412 CHF | 65,751 CHF | 100.00% | 100.00% |
12/09/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 30,700 | 30,700 | 30,684 | 30,684 | 64,108 CHF | 64,415 CHF | 100.00% | 100.00% |
11/09/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 30,500 | 30,500 | 30,500 | 30,500 | 64,087 CHF | 64,392 CHF | 100.00% | 100.00% |
10/09/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 31,600 | 31,600 | 31,600 | 31,600 | 66,471 CHF | 66,787 CHF | 100.00% | 100.00% |