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 | 0.22% | 11.02 CHF | 11.03 CHF | 34,000 | 34,000 | 15,464 | 15,464 | 168,085 CHF | 168,369 CHF | 99.49% | 99.49% |
24/09/2024 | 0.21% | 10.59 CHF | 10.60 CHF | 35,000 | 35,000 | 15,759 | 15,759 | 169,803 CHF | 170,089 CHF | 99.78% | 99.78% |
23/09/2024 | 0.21% | 10.86 CHF | 10.87 CHF | 35,000 | 35,000 | 15,583 | 15,583 | 171,734 CHF | 172,018 CHF | 99.95% | 99.95% |
20/09/2024 | 0.22% | 10.58 CHF | 10.59 CHF | 35,000 | 35,000 | 15,708 | 15,708 | 169,241 CHF | 169,527 CHF | 99.92% | 99.92% |
19/09/2024 | 0.21% | 11.05 CHF | 11.06 CHF | 34,000 | 34,000 | 15,783 | 15,783 | 172,002 CHF | 172,288 CHF | 96.81% | 96.81% |
18/09/2024 | 0.23% | 10.23 CHF | 10.24 CHF | 36,000 | 36,000 | 16,032 | 16,032 | 162,215 CHF | 162,501 CHF | 99.97% | 99.97% |
12/09/2024 | 0.23% | 10.14 CHF | 10.15 CHF | 36,000 | 36,000 | 16,553 | 16,553 | 165,967 CHF | 166,269 CHF | 99.97% | 99.97% |
11/09/2024 | 0.19% | 9.42 CHF | 9.43 CHF | 38,000 | 38,000 | 17,337 | 17,337 | 162,420 CHF | 162,684 CHF | 99.07% | 99.07% |
10/09/2024 | 0.19% | 9.47 CHF | 9.48 CHF | 38,000 | 38,000 | 17,584 | 17,584 | 166,390 CHF | 166,658 CHF | 99.99% | 99.99% |
09/09/2024 | 0.19% | 9.23 CHF | 9.24 CHF | 39,000 | 39,000 | 17,374 | 17,374 | 162,121 CHF | 162,386 CHF | 99.89% | 99.89% |