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 | 0.23% | 4.42 CHF | 4.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,277,050 CHF | 426,683 CHF | 99.24% | 99.24% |
24/09/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,255,970 CHF | 419,656 CHF | 99.20% | 99.20% |
23/09/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,230,640 CHF | 411,212 CHF | 99.21% | 99.21% |
20/09/2024 | 0.24% | 4.01 CHF | 4.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,223,930 CHF | 408,976 CHF | 99.24% | 99.24% |
19/09/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,272,080 CHF | 425,025 CHF | 99.26% | 99.26% |
18/09/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,186,640 CHF | 396,547 CHF | 99.09% | 99.09% |
12/09/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,226,310 CHF | 409,769 CHF | 99.20% | 99.20% |
11/09/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,070,370 CHF | 357,790 CHF | 99.23% | 99.23% |
10/09/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,047,200 CHF | 350,067 CHF | 96.30% | 96.30% |
09/09/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 983,935 CHF | 328,978 CHF | 99.23% | 99.23% |