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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 164,000 | 164,000 | 163,181 | 163,181 | 766,238 CHF | 767,871 CHF | 100.00% | 100.00% |
10/09/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 164,000 | 164,000 | 163,323 | 163,323 | 764,307 CHF | 765,940 CHF | 99.98% | 99.98% |
09/09/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 164,000 | 164,000 | 163,324 | 163,324 | 766,683 CHF | 768,317 CHF | 100.00% | 100.00% |
06/09/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 164,000 | 164,000 | 162,855 | 162,855 | 768,754 CHF | 770,387 CHF | 100.00% | 100.00% |
05/09/2024 | 0.21% | 4.77 CHF | 4.78 CHF | 160,000 | 160,000 | 160,577 | 160,577 | 765,518 CHF | 767,124 CHF | 100.00% | 100.00% |
04/09/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 164,000 | 164,000 | 163,324 | 163,324 | 767,947 CHF | 769,580 CHF | 100.00% | 100.00% |
03/09/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 164,000 | 164,000 | 163,325 | 163,325 | 759,887 CHF | 761,521 CHF | 100.00% | 100.00% |
30/08/2024 | 0.21% | 4.61 CHF | 4.62 CHF | 168,000 | 168,000 | 163,581 | 163,581 | 761,467 CHF | 763,103 CHF | 100.00% | 100.00% |
29/08/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 164,000 | 164,000 | 163,883 | 163,883 | 758,574 CHF | 760,212 CHF | 100.00% | 100.00% |
28/08/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 168,000 | 168,000 | 167,307 | 167,307 | 765,268 CHF | 766,941 CHF | 99.98% | 99.98% |