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 | 0.41% | 101.18 CHF | 101.59 CHF | 750 | 750 | 750 | 750 | 74,668 CHF | 74,979 CHF | 100.00% | 100.00% |
24/09/2024 | 0.43% | 93.30 CHF | 93.72 CHF | 750 | 750 | 750 | 750 | 72,688 CHF | 72,998 CHF | 100.00% | 100.00% |
23/09/2024 | 0.44% | 94.51 CHF | 94.93 CHF | 750 | 750 | 750 | 750 | 70,875 CHF | 71,189 CHF | 100.00% | 100.00% |
20/09/2024 | 0.47% | 94.68 CHF | 95.14 CHF | 750 | 750 | 750 | 750 | 73,885 CHF | 74,230 CHF | 100.00% | 100.00% |
19/09/2024 | 0.39% | 107.16 CHF | 107.57 CHF | 750 | 750 | 750 | 750 | 79,225 CHF | 79,537 CHF | 100.00% | 100.00% |
18/09/2024 | 0.45% | 92.59 CHF | 93.00 CHF | 750 | 750 | 750 | 750 | 69,287 CHF | 69,596 CHF | 100.00% | 100.00% |
12/09/2024 | 0.41% | 77.64 CHF | 77.97 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 78,461 CHF | 78,785 CHF | 100.00% | 100.00% |
11/09/2024 | 0.46% | 71.68 CHF | 72.02 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,511 CHF | 74,852 CHF | 96.41% | 96.41% |
10/09/2024 | 0.45% | 75.72 CHF | 76.06 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 76,045 CHF | 76,387 CHF | 100.00% | 100.00% |
09/09/2024 | 0.43% | 73.98 CHF | 74.31 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 74,540 CHF | 74,864 CHF | 100.00% | 100.00% |