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 | 0.24% | 6.39 CHF | 6.40 CHF | 64,000 | 64,000 | 28,621 | 28,580 | 183,829 CHF | 183,942 CHF | 99.90% | 99.90% |
24/09/2024 | 0.23% | 6.41 CHF | 6.42 CHF | 64,000 | 64,000 | 28,341 | 28,341 | 186,820 CHF | 187,185 CHF | 99.99% | 99.99% |
23/09/2024 | 0.24% | 6.64 CHF | 6.65 CHF | 64,000 | 64,000 | 27,545 | 27,545 | 179,725 CHF | 180,074 CHF | 99.74% | 99.74% |
20/09/2024 | 0.25% | 6.34 CHF | 6.35 CHF | 64,000 | 64,000 | 28,460 | 28,460 | 179,558 CHF | 179,928 CHF | 100.00% | 100.00% |
19/09/2024 | 0.23% | 6.55 CHF | 6.56 CHF | 64,000 | 64,000 | 29,173 | 29,173 | 189,831 CHF | 190,206 CHF | 96.73% | 96.73% |
18/09/2024 | 0.25% | 6.42 CHF | 6.43 CHF | 64,000 | 64,000 | 28,689 | 28,575 | 181,243 CHF | 180,898 CHF | 99.94% | 99.94% |
12/09/2024 | 0.26% | 6.09 CHF | 6.10 CHF | 68,000 | 68,000 | 30,614 | 30,614 | 186,263 CHF | 186,660 CHF | 99.97% | 99.97% |
11/09/2024 | 0.27% | 5.85 CHF | 5.86 CHF | 68,000 | 68,000 | 30,411 | 30,411 | 177,341 CHF | 177,736 CHF | 99.89% | 99.89% |
10/09/2024 | 0.26% | 5.93 CHF | 5.94 CHF | 68,000 | 68,000 | 28,819 | 28,819 | 171,088 CHF | 171,460 CHF | 99.98% | 99.98% |
09/09/2024 | 0.42% | 5.77 CHF | 5.78 CHF | 72,000 | 72,000 | 31,273 | 31,273 | 177,345 CHF | 177,915 CHF | 99.25% | 99.25% |