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 | 0.32% | 3.02 CHF | 3.03 CHF | 86,000 | 86,000 | 86,826 | 86,826 | 267,453 CHF | 268,321 CHF | 100.00% | 100.00% |
24/09/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 88,000 | 88,000 | 87,357 | 87,357 | 268,977 CHF | 269,851 CHF | 100.00% | 100.00% |
23/09/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 88,000 | 88,000 | 87,748 | 87,748 | 274,606 CHF | 275,483 CHF | 100.00% | 100.00% |
20/09/2024 | 0.32% | 3.26 CHF | 3.27 CHF | 89,000 | 89,000 | 87,197 | 87,197 | 270,623 CHF | 271,495 CHF | 100.00% | 100.00% |
19/09/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 85,000 | 85,000 | 85,939 | 85,939 | 256,292 CHF | 257,152 CHF | 98.11% | 98.11% |
18/09/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 89,000 | 89,000 | 89,035 | 89,035 | 281,477 CHF | 282,368 CHF | 99.19% | 99.19% |
12/09/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 88,000 | 88,000 | 87,742 | 87,742 | 270,699 CHF | 271,577 CHF | 99.99% | 99.99% |
11/09/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 92,000 | 92,000 | 92,058 | 92,058 | 307,980 CHF | 308,901 CHF | 100.00% | 100.00% |
10/09/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 95,000 | 95,000 | 87,866 | 87,866 | 309,167 CHF | 310,045 CHF | 100.00% | 100.00% |
09/09/2024 | 0.29% | 3.57 CHF | 3.58 CHF | 95,000 | 95,000 | 92,454 | 92,454 | 313,216 CHF | 314,140 CHF | 100.00% | 100.00% |