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 | 1.49% | 10.61 CHF | 10.77 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,573 CHF | 10,732 CHF | 100.00% | 100.00% |
24/09/2024 | 1.42% | 10.52 CHF | 10.67 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,598 CHF | 10,749 CHF | 100.00% | 100.00% |
23/09/2024 | 1.45% | 10.21 CHF | 10.36 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,231 CHF | 10,381 CHF | 100.00% | 100.00% |
20/09/2024 | 1.61% | 10.03 CHF | 10.18 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 9,551 CHF | 9,705 CHF | 100.00% | 100.00% |
19/09/2024 | 1.49% | 10.37 CHF | 10.52 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,256 CHF | 10,410 CHF | 100.00% | 100.00% |
18/09/2024 | 1.46% | 10.32 CHF | 10.47 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,276 CHF | 10,426 CHF | 100.00% | 100.00% |
12/09/2024 | 1.52% | 8.18 CHF | 8.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,943 CHF | 8,065 CHF | 99.13% | 99.13% |
11/09/2024 | 1.56% | 7.96 CHF | 8.08 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 7,808 CHF | 7,930 CHF | 100.00% | 100.00% |
10/09/2024 | 1.52% | 7.85 CHF | 7.98 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 8,032 CHF | 8,155 CHF | 100.00% | 100.00% |
09/09/2024 | 1.39% | 7.91 CHF | 8.02 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 15,554 CHF | 15,773 CHF | 100.00% | 100.00% |