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 | 0.57% | 5.51 CHF | 5.54 CHF | 6,600 | 6,600 | 6,600 | 6,600 | 34,758 CHF | 34,956 CHF | 100.00% | 100.00% |
25/09/2024 | 0.63% | 4.97 CHF | 5.00 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 33,351 CHF | 33,561 CHF | 100.00% | 100.00% |
24/09/2024 | 0.58% | 5.08 CHF | 5.11 CHF | 6,800 | 6,800 | 6,800 | 6,800 | 35,156 CHF | 35,360 CHF | 100.00% | 100.00% |
23/09/2024 | 0.43% | 4.88 CHF | 4.90 CHF | 8,200 | 8,200 | 8,200 | 8,200 | 37,870 CHF | 38,034 CHF | 99.91% | 99.91% |
20/09/2024 | 0.67% | 4.16 CHF | 4.19 CHF | 7,600 | 7,600 | 7,600 | 7,600 | 33,850 CHF | 34,078 CHF | 100.00% | 100.00% |
19/09/2024 | 0.61% | 4.48 CHF | 4.51 CHF | 6,700 | 6,700 | 6,700 | 6,700 | 32,746 CHF | 32,947 CHF | 98.15% | 98.15% |
18/09/2024 | 0.57% | 5.20 CHF | 5.23 CHF | 6,700 | 6,700 | 6,700 | 6,700 | 35,397 CHF | 35,598 CHF | 100.00% | 100.00% |
12/09/2024 | 0.63% | 4.53 CHF | 4.56 CHF | 7,600 | 7,600 | 7,595 | 7,595 | 36,037 CHF | 36,265 CHF | 100.00% | 100.00% |
11/09/2024 | 0.65% | 4.37 CHF | 4.40 CHF | 7,700 | 7,700 | 7,700 | 7,700 | 35,252 CHF | 35,483 CHF | 100.00% | 100.00% |
10/09/2024 | 0.65% | 4.63 CHF | 4.66 CHF | 7,300 | 7,300 | 7,300 | 7,300 | 33,488 CHF | 33,707 CHF | 100.00% | 100.00% |