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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 1.04% | 1.03 CHF | 1.04 CHF | 25,400 | 25,400 | 25,400 | 25,400 | 24,384 CHF | 24,638 CHF | 100.00% | 100.00% |
25/09/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 27,800 | 27,800 | 27,800 | 27,800 | 22,988 CHF | 23,266 CHF | 100.00% | 100.00% |
24/09/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 26,500 | 26,500 | 26,500 | 26,500 | 24,798 CHF | 25,063 CHF | 100.00% | 100.00% |
23/09/2024 | 1.26% | 0.86 CHF | 0.87 CHF | 34,700 | 34,700 | 34,700 | 34,700 | 27,554 CHF | 27,901 CHF | 99.92% | 99.92% |
20/09/2024 | 1.31% | 0.68 CHF | 0.69 CHF | 30,900 | 30,900 | 30,900 | 30,900 | 23,503 CHF | 23,812 CHF | 100.00% | 100.00% |
19/09/2024 | 1.13% | 0.77 CHF | 0.78 CHF | 25,100 | 25,100 | 25,100 | 25,100 | 22,144 CHF | 22,395 CHF | 98.15% | 98.15% |
18/09/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 25,200 | 25,200 | 25,200 | 25,200 | 25,047 CHF | 25,299 CHF | 100.00% | 100.00% |
12/09/2024 | 1.18% | 0.79 CHF | 0.80 CHF | 30,400 | 30,400 | 30,380 | 30,380 | 25,751 CHF | 26,055 CHF | 100.00% | 100.00% |
11/09/2024 | 1.23% | 0.75 CHF | 0.76 CHF | 30,800 | 30,800 | 30,800 | 30,800 | 24,853 CHF | 25,161 CHF | 100.00% | 100.00% |
10/09/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 28,300 | 28,300 | 28,300 | 28,300 | 22,944 CHF | 23,227 CHF | 100.00% | 100.00% |