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 | 0.98% | 1.02 CHF | 1.03 CHF | 305,000 | 305,000 | 304,135 | 304,135 | 309,824 CHF | 312,865 CHF | 99.43% | 99.43% |
24/09/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 309,685 | 309,685 | 300,951 CHF | 304,048 CHF | 97.99% | 97.99% |
23/09/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 315,000 | 315,000 | 314,738 | 314,738 | 286,153 CHF | 289,301 CHF | 99.99% | 99.99% |
20/09/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 315,000 | 315,000 | 313,392 | 313,392 | 292,641 CHF | 295,775 CHF | 100.00% | 100.00% |
19/09/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 315,000 | 315,000 | 310,402 | 310,402 | 296,233 CHF | 299,337 CHF | 97.75% | 97.75% |
18/09/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 320,000 | 320,000 | 318,681 | 318,681 | 283,033 CHF | 286,219 CHF | 100.00% | 100.00% |
12/09/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 325,000 | 325,000 | 320,766 | 320,766 | 278,395 CHF | 281,603 CHF | 99.88% | 99.88% |
11/09/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 330,000 | 330,000 | 326,959 | 326,959 | 271,572 CHF | 274,844 CHF | 99.59% | 99.59% |
10/09/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 330,000 | 330,000 | 327,930 | 327,930 | 269,293 CHF | 272,572 CHF | 99.89% | 99.89% |
09/09/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 330,000 | 330,000 | 325,150 | 325,150 | 272,046 CHF | 275,298 CHF | 100.00% | 100.00% |