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 | 0.50% | 49.95 CHF | 50.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 992,794 CHF | 997,794 CHF | 99.13% | 99.13% |
24/09/2024 | 0.51% | 48.95 CHF | 49.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 979,756 CHF | 984,756 CHF | 99.16% | 99.16% |
23/09/2024 | 0.51% | 48.60 CHF | 48.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 973,140 CHF | 978,140 CHF | 99.17% | 99.17% |
20/09/2024 | 0.51% | 48.30 CHF | 48.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 974,470 CHF | 979,470 CHF | 99.37% | 99.37% |
19/09/2024 | 0.51% | 48.85 CHF | 49.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 976,536 CHF | 981,536 CHF | 99.15% | 99.15% |
18/09/2024 | 0.52% | 47.90 CHF | 48.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 958,152 CHF | 963,152 CHF | 99.17% | 99.17% |
12/09/2024 | 0.53% | 47.35 CHF | 47.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 945,236 CHF | 950,236 CHF | 99.16% | 99.16% |
11/09/2024 | 0.54% | 46.50 CHF | 46.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 931,394 CHF | 936,394 CHF | 99.16% | 99.16% |
10/09/2024 | 0.54% | 46.45 CHF | 46.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 930,444 CHF | 935,444 CHF | 98.62% | 98.62% |
09/09/2024 | 0.54% | 46.35 CHF | 46.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 928,540 CHF | 933,540 CHF | 99.17% | 99.17% |