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 | 0.12% | 8.86 CHF | 8.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 215,839 CHF | 216,089 CHF | 62.90% | 62.90% |
24/09/2024 | 0.12% | 8.21 CHF | 8.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 209,772 CHF | 210,022 CHF | 99.05% | 99.05% |
23/09/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 207,469 CHF | 207,719 CHF | 98.60% | 98.60% |
20/09/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 200,726 CHF | 200,976 CHF | 97.65% | 97.65% |
19/09/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 197,416 CHF | 197,666 CHF | 99.39% | 99.39% |
18/09/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 190,412 CHF | 190,662 CHF | 99.25% | 99.25% |
12/09/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 202,014 CHF | 202,264 CHF | 99.01% | 99.01% |
11/09/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 192,496 CHF | 192,746 CHF | 99.27% | 99.27% |
10/09/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 197,052 CHF | 197,302 CHF | 98.58% | 98.58% |
09/09/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 195,672 CHF | 195,922 CHF | 99.06% | 99.06% |