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 | 0.78% | 1.28 CHF | 1.29 CHF | 165,000 | 165,000 | 164,585 | 164,585 | 209,584 CHF | 211,230 CHF | 99.50% | 99.50% |
24/09/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 170,000 | 170,000 | 167,910 | 167,910 | 214,571 CHF | 216,250 CHF | 99.45% | 99.45% |
23/09/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 170,000 | 170,000 | 169,197 | 169,197 | 217,108 CHF | 218,800 CHF | 100.00% | 100.00% |
20/09/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 165,000 | 165,000 | 164,359 | 164,359 | 209,097 CHF | 210,740 CHF | 100.00% | 100.00% |
19/09/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 165,000 | 165,000 | 165,119 | 165,119 | 208,145 CHF | 209,796 CHF | 97.77% | 97.77% |
18/09/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 170,000 | 170,000 | 172,994 | 172,994 | 224,225 CHF | 225,955 CHF | 100.00% | 100.00% |
12/09/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 185,000 | 185,000 | 181,068 | 181,068 | 246,341 CHF | 248,152 CHF | 100.00% | 100.00% |
11/09/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 185,000 | 185,000 | 180,924 | 180,924 | 243,194 CHF | 245,004 CHF | 99.99% | 99.99% |
10/09/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 185,000 | 185,000 | 184,226 | 184,226 | 249,975 CHF | 251,817 CHF | 100.00% | 100.00% |
09/09/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 185,000 | 185,000 | 184,238 | 184,238 | 250,073 CHF | 251,916 CHF | 100.00% | 100.00% |