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 | 0.36% | 2.83 CHF | 2.84 CHF | 144,000 | 144,000 | 79,379 | 79,379 | 223,231 CHF | 224,026 CHF | 99.74% | 99.74% |
24/09/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 144,000 | 144,000 | 79,490 | 79,490 | 223,005 CHF | 223,801 CHF | 100.00% | 100.00% |
23/09/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 142,000 | 142,000 | 77,880 | 77,880 | 225,142 CHF | 225,922 CHF | 99.61% | 99.61% |
20/09/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 144,000 | 144,000 | 79,193 | 79,139 | 223,924 CHF | 224,562 CHF | 100.00% | 100.00% |
19/09/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 144,000 | 144,000 | 79,409 | 79,409 | 224,619 CHF | 225,416 CHF | 97.53% | 97.53% |
18/09/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 148,000 | 148,000 | 81,222 | 81,180 | 219,289 CHF | 219,989 CHF | 99.97% | 99.97% |
12/09/2024 | 0.42% | 2.47 CHF | 2.48 CHF | 152,000 | 152,000 | 83,237 | 83,237 | 203,004 CHF | 203,838 CHF | 99.98% | 99.98% |
11/09/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 158,000 | 158,000 | 87,080 | 87,080 | 196,052 CHF | 196,924 CHF | 99.89% | 99.89% |
10/09/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 158,000 | 158,000 | 86,944 | 86,944 | 196,086 CHF | 196,957 CHF | 99.99% | 99.99% |
09/09/2024 | 0.43% | 2.23 CHF | 2.24 CHF | 158,000 | 158,000 | 85,029 | 85,029 | 201,791 CHF | 202,645 CHF | 100.00% | 100.00% |