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 | 0.54% | 1.77 CHF | 1.78 CHF | 87,000 | 87,000 | 86,268 | 86,268 | 157,939 CHF | 158,802 CHF | 100.00% | 100.00% |
24/09/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 84,000 | 84,000 | 84,050 | 84,050 | 162,727 CHF | 163,567 CHF | 100.00% | 100.00% |
23/09/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 85,000 | 85,000 | 84,922 | 84,922 | 158,383 CHF | 159,232 CHF | 100.00% | 100.00% |
20/09/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 85,000 | 85,000 | 85,002 | 85,002 | 157,922 CHF | 158,772 CHF | 100.00% | 100.00% |
19/09/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 85,000 | 85,000 | 84,673 | 84,673 | 160,054 CHF | 160,900 CHF | 98.11% | 98.11% |
18/09/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 87,000 | 87,000 | 86,964 | 86,964 | 153,592 CHF | 154,462 CHF | 99.19% | 99.19% |
12/09/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 87,000 | 87,000 | 87,393 | 87,393 | 150,921 CHF | 151,795 CHF | 100.00% | 100.00% |
11/09/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 89,000 | 89,000 | 88,980 | 88,980 | 147,915 CHF | 148,805 CHF | 100.00% | 100.00% |
10/09/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 89,000 | 89,000 | 88,339 | 88,339 | 149,637 CHF | 150,520 CHF | 99.75% | 99.75% |
09/09/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 88,000 | 88,000 | 88,153 | 88,153 | 149,509 CHF | 150,390 CHF | 100.00% | 100.00% |