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 | 0.51% | 3.71 CHF | 3.72 CHF | 96,000 | 96,000 | 38,659 | 38,659 | 139,462 CHF | 140,027 CHF | 99.90% | 99.90% |
24/09/2024 | 0.52% | 3.43 CHF | 3.44 CHF | 100,000 | 100,000 | 39,489 | 39,489 | 136,409 CHF | 136,982 CHF | 99.73% | 99.73% |
23/09/2024 | 0.53% | 3.48 CHF | 3.49 CHF | 100,000 | 100,000 | 39,425 | 39,425 | 134,548 CHF | 135,120 CHF | 99.88% | 99.88% |
20/09/2024 | 0.53% | 3.29 CHF | 3.30 CHF | 102,000 | 102,000 | 40,109 | 40,109 | 134,562 CHF | 135,142 CHF | 99.68% | 99.68% |
19/09/2024 | 0.52% | 3.50 CHF | 3.51 CHF | 98,000 | 98,000 | 39,361 | 39,361 | 138,957 CHF | 139,529 CHF | 97.94% | 97.94% |
18/09/2024 | 0.56% | 3.38 CHF | 3.39 CHF | 102,000 | 102,000 | 40,450 | 40,450 | 132,842 CHF | 133,426 CHF | 99.18% | 99.18% |
12/09/2024 | 0.54% | 3.41 CHF | 3.42 CHF | 100,000 | 100,000 | 39,855 | 39,855 | 133,958 CHF | 134,537 CHF | 99.64% | 99.64% |
11/09/2024 | 0.63% | 3.02 CHF | 3.03 CHF | 108,000 | 108,000 | 43,679 | 43,679 | 126,780 CHF | 127,419 CHF | 99.86% | 99.86% |
10/09/2024 | 0.65% | 2.77 CHF | 2.78 CHF | 112,000 | 112,000 | 43,239 | 43,239 | 120,076 CHF | 120,697 CHF | 99.68% | 99.68% |
09/09/2024 | 0.70% | 2.54 CHF | 2.55 CHF | 118,000 | 118,000 | 46,130 | 46,130 | 119,040 CHF | 119,709 CHF | 99.64% | 99.64% |