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 | 0.20% | 4.94 CHF | 4.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,298 CHF | 126,548 CHF | 99.22% | 99.22% |
24/09/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 131,442 CHF | 131,692 CHF | 99.67% | 99.67% |
23/09/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,840 CHF | 128,090 CHF | 99.22% | 99.22% |
20/09/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,569 CHF | 127,819 CHF | 98.26% | 98.26% |
19/09/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,170 CHF | 129,420 CHF | 100.00% | 100.00% |
18/09/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 122,621 CHF | 122,871 CHF | 99.85% | 99.85% |
12/09/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 120,675 CHF | 120,925 CHF | 99.65% | 99.65% |
11/09/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 117,134 CHF | 117,384 CHF | 99.93% | 99.93% |
10/09/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,735 CHF | 118,985 CHF | 99.19% | 99.19% |
09/09/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,889 CHF | 119,139 CHF | 99.72% | 99.72% |