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 | 0.40% | 2.52 CHF | 2.53 CHF | 92,000 | 92,000 | 91,874 | 91,874 | 231,170 CHF | 232,089 CHF | 100.00% | 100.00% |
24/09/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 94,000 | 94,000 | 92,470 | 92,470 | 231,241 CHF | 232,166 CHF | 100.00% | 100.00% |
23/09/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 96,000 | 96,000 | 96,932 | 96,932 | 257,427 CHF | 258,396 CHF | 100.00% | 100.00% |
20/09/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 98,000 | 98,000 | 96,977 | 96,977 | 257,821 CHF | 258,790 CHF | 100.00% | 100.00% |
19/09/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 92,000 | 92,000 | 90,938 | 90,938 | 222,893 CHF | 223,803 CHF | 98.08% | 98.08% |
18/09/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 94,000 | 94,000 | 93,611 | 93,611 | 234,882 CHF | 235,818 CHF | 99.18% | 99.18% |
12/09/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 98,000 | 98,000 | 95,403 | 95,403 | 245,914 CHF | 246,868 CHF | 100.00% | 100.00% |
11/09/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 96,000 | 96,000 | 96,646 | 96,646 | 249,481 CHF | 250,448 CHF | 100.00% | 100.00% |
10/09/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 98,000 | 98,000 | 96,845 | 96,845 | 251,052 CHF | 252,021 CHF | 99.02% | 99.02% |
09/09/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 96,000 | 96,000 | 96,315 | 96,315 | 249,671 CHF | 250,634 CHF | 100.00% | 100.00% |