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 | 0.43% | 2.32 CHF | 2.33 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,395,080 CHF | 583,782 CHF | 90.44% | 90.44% |
24/09/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,370,760 CHF | 573,649 CHF | 97.25% | 97.25% |
23/09/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,374,370 CHF | 575,152 CHF | 97.13% | 97.13% |
20/09/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,359,710 CHF | 569,045 CHF | 95.75% | 95.75% |
19/09/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,330,980 CHF | 557,075 CHF | 98.91% | 98.91% |
18/09/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,395,040 CHF | 583,767 CHF | 94.56% | 94.56% |
12/09/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,382,890 CHF | 578,702 CHF | 90.75% | 90.75% |
11/09/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,338,110 CHF | 560,047 CHF | 93.70% | 93.70% |
10/09/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,329,990 CHF | 556,663 CHF | 91.52% | 91.52% |
09/09/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,336,300 CHF | 559,290 CHF | 91.70% | 91.70% |