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 | 0.30% | 9.86 CHF | 9.89 CHF | 6,700 | 6,700 | 6,700 | 6,700 | 67,779 CHF | 67,980 CHF | 100.00% | 100.00% |
25/09/2024 | 0.28% | 10.43 CHF | 10.46 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 68,013 CHF | 68,205 CHF | 100.00% | 100.00% |
24/09/2024 | 0.29% | 10.26 CHF | 10.29 CHF | 6,500 | 6,500 | 6,500 | 6,500 | 66,368 CHF | 66,563 CHF | 100.00% | 100.00% |
23/09/2024 | 0.27% | 10.61 CHF | 10.64 CHF | 5,600 | 5,600 | 5,600 | 5,600 | 61,716 CHF | 61,884 CHF | 99.92% | 99.92% |
20/09/2024 | 0.27% | 11.67 CHF | 11.70 CHF | 5,900 | 5,900 | 5,900 | 5,900 | 66,445 CHF | 66,622 CHF | 100.00% | 100.00% |
19/09/2024 | 0.28% | 11.21 CHF | 11.24 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 69,037 CHF | 69,229 CHF | 98.15% | 98.15% |
18/09/2024 | 0.29% | 10.44 CHF | 10.47 CHF | 6,400 | 6,400 | 6,400 | 6,400 | 66,066 CHF | 66,258 CHF | 100.00% | 100.00% |
12/09/2024 | 0.27% | 11.45 CHF | 11.48 CHF | 5,800 | 5,800 | 5,796 | 5,796 | 64,767 CHF | 64,941 CHF | 100.00% | 100.00% |
11/09/2024 | 0.27% | 11.55 CHF | 11.58 CHF | 5,800 | 5,800 | 5,800 | 5,800 | 65,173 CHF | 65,347 CHF | 100.00% | 100.00% |
10/09/2024 | 0.27% | 11.19 CHF | 11.22 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 67,513 CHF | 67,693 CHF | 100.00% | 100.00% |