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 | 0.38% | 2.64 CHF | 2.65 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 312,916 CHF | 314,116 CHF | 99.50% | 99.50% |
24/09/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 120,000 | 120,000 | 120,021 | 120,021 | 305,052 CHF | 306,252 CHF | 99.45% | 99.45% |
23/09/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 120,000 | 120,000 | 120,148 | 120,148 | 301,362 CHF | 302,564 CHF | 100.00% | 100.00% |
20/09/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 130,000 | 130,000 | 120,806 | 120,806 | 303,977 CHF | 305,185 CHF | 100.00% | 100.00% |
19/09/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 120,000 | 120,000 | 120,386 | 120,386 | 304,350 CHF | 305,554 CHF | 97.77% | 97.77% |
18/09/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 316,529 CHF | 317,829 CHF | 100.00% | 100.00% |
12/09/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 308,335 CHF | 309,635 CHF | 100.00% | 100.00% |
11/09/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 130,000 | 130,000 | 129,936 | 129,936 | 299,297 CHF | 300,597 CHF | 100.00% | 100.00% |
10/09/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 298,828 CHF | 300,128 CHF | 100.00% | 100.00% |
09/09/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 130,000 | 130,000 | 129,973 | 129,973 | 297,603 CHF | 298,903 CHF | 100.00% | 100.00% |