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 | 0.26% | 7.90 CHF | 7.92 CHF | 8,700 | 8,700 | 8,700 | 8,700 | 67,182 CHF | 67,356 CHF | 100.00% | 100.00% |
25/09/2024 | 0.27% | 7.50 CHF | 7.52 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 65,315 CHF | 65,493 CHF | 100.00% | 100.00% |
24/09/2024 | 0.26% | 7.57 CHF | 7.59 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 67,245 CHF | 67,421 CHF | 100.00% | 100.00% |
23/09/2024 | 0.28% | 7.40 CHF | 7.42 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 69,070 CHF | 69,262 CHF | 99.92% | 99.92% |
20/09/2024 | 0.28% | 6.83 CHF | 6.85 CHF | 9,300 | 9,300 | 9,300 | 9,300 | 65,589 CHF | 65,775 CHF | 100.00% | 100.00% |
19/09/2024 | 0.27% | 7.07 CHF | 7.09 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 64,803 CHF | 64,979 CHF | 98.15% | 98.15% |
18/09/2024 | 0.26% | 7.58 CHF | 7.60 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 67,192 CHF | 67,368 CHF | 100.00% | 100.00% |
12/09/2024 | 0.28% | 7.09 CHF | 7.11 CHF | 9,300 | 9,300 | 9,294 | 9,294 | 67,481 CHF | 67,667 CHF | 100.00% | 100.00% |
11/09/2024 | 0.28% | 6.94 CHF | 6.96 CHF | 9,400 | 9,400 | 9,400 | 9,400 | 66,744 CHF | 66,932 CHF | 100.00% | 100.00% |
10/09/2024 | 0.28% | 7.14 CHF | 7.16 CHF | 9,200 | 9,200 | 9,200 | 9,200 | 65,377 CHF | 65,561 CHF | 100.00% | 100.00% |