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 | 0.17% | 5.89 CHF | 5.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 147,891 CHF | 148,141 CHF | 99.35% | 99.35% |
24/09/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,938 CHF | 145,188 CHF | 99.67% | 99.67% |
23/09/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 149,782 CHF | 150,032 CHF | 99.22% | 99.22% |
20/09/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 147,740 CHF | 147,990 CHF | 98.26% | 98.26% |
19/09/2024 | 0.17% | 5.70 CHF | 5.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,787 CHF | 143,037 CHF | 100.00% | 100.00% |
18/09/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,488 CHF | 145,738 CHF | 99.86% | 99.86% |
12/09/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,139 CHF | 144,389 CHF | 99.65% | 99.65% |
11/09/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 144,653 CHF | 144,903 CHF | 99.81% | 99.81% |
10/09/2024 | 0.18% | 5.82 CHF | 5.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 142,663 CHF | 142,913 CHF | 99.19% | 99.19% |
09/09/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 141,231 CHF | 141,481 CHF | 99.72% | 99.72% |