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% | 3.10 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,304 CHF | 77,554 CHF | 98.63% | 98.63% |
24/09/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,802 CHF | 77,052 CHF | 99.06% | 99.06% |
23/09/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,817 CHF | 76,067 CHF | 98.57% | 98.57% |
20/09/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,124 CHF | 75,374 CHF | 97.67% | 97.67% |
19/09/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,473 CHF | 75,723 CHF | 99.39% | 99.39% |
18/09/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,787 CHF | 72,037 CHF | 99.24% | 99.24% |
12/09/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,141 CHF | 73,391 CHF | 99.01% | 99.01% |
11/09/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,957 CHF | 73,207 CHF | 99.21% | 99.21% |
10/09/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,620 CHF | 73,870 CHF | 98.59% | 98.59% |
09/09/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,689 CHF | 73,939 CHF | 98.83% | 98.83% |