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 | 0.35% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,917 CHF | 142,417 CHF | 98.75% | 98.75% |
24/09/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,111 CHF | 141,611 CHF | 99.06% | 99.06% |
23/09/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,898 CHF | 149,398 CHF | 98.60% | 98.60% |
20/09/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,084 CHF | 149,584 CHF | 97.66% | 97.66% |
19/09/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,549 CHF | 139,049 CHF | 99.39% | 99.39% |
18/09/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,398 CHF | 141,898 CHF | 99.25% | 99.25% |
12/09/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,820 CHF | 145,320 CHF | 98.97% | 98.97% |
11/09/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,869 CHF | 145,369 CHF | 99.30% | 99.30% |
10/09/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,417 CHF | 145,917 CHF | 98.59% | 98.59% |
09/09/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,448 CHF | 145,948 CHF | 99.09% | 99.09% |