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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/10/2024 | 0.34% | 30.50 CHF | 30.60 CHF | 14,500 | 14,500 | 14,500 | 14,500 | 429,262 CHF | 430,712 CHF | 98.75% | 98.75% |
01/10/2024 | 0.32% | 29.15 CHF | 29.25 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 418,078 CHF | 419,428 CHF | 99.99% | 99.99% |
30/09/2024 | 0.33% | 29.95 CHF | 30.05 CHF | 14,300 | 14,300 | 14,300 | 14,300 | 430,072 CHF | 431,502 CHF | 100.00% | 100.00% |
27/09/2024 | 0.33% | 30.10 CHF | 30.20 CHF | 12,200 | 12,200 | 12,200 | 12,200 | 365,693 CHF | 366,913 CHF | 98.99% | 98.99% |
26/09/2024 | 0.30% | 33.35 CHF | 33.45 CHF | 13,300 | 13,300 | 13,300 | 13,300 | 443,006 CHF | 444,336 CHF | 99.35% | 99.35% |
25/09/2024 | 0.33% | 30.40 CHF | 30.50 CHF | 14,400 | 14,400 | 14,400 | 14,400 | 433,743 CHF | 435,183 CHF | 100.00% | 100.00% |
24/09/2024 | 0.33% | 29.40 CHF | 29.50 CHF | 14,300 | 14,300 | 14,300 | 14,300 | 427,472 CHF | 428,902 CHF | 100.00% | 100.00% |
23/09/2024 | 0.32% | 30.95 CHF | 31.05 CHF | 14,500 | 14,500 | 14,500 | 14,500 | 447,226 CHF | 448,676 CHF | 99.76% | 99.76% |
20/09/2024 | 0.33% | 30.35 CHF | 30.45 CHF | 14,500 | 14,500 | 14,500 | 14,500 | 442,870 CHF | 444,320 CHF | 97.16% | 97.16% |
19/09/2024 | 0.35% | 28.90 CHF | 29.00 CHF | 15,200 | 15,200 | 15,179 | 15,179 | 431,342 CHF | 432,862 CHF | 98.87% | 98.87% |