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 | 0.16% | 32.15 CHF | 32.20 CHF | 8,200 | 8,200 | 8,166 | 8,166 | 257,475 CHF | 257,883 CHF | 99.99% | 99.99% |
10/09/2024 | 0.16% | 31.25 CHF | 31.30 CHF | 8,100 | 8,100 | 8,067 | 8,067 | 251,389 CHF | 251,792 CHF | 99.97% | 99.97% |
09/09/2024 | 0.16% | 32.00 CHF | 32.05 CHF | 8,300 | 8,300 | 8,266 | 8,266 | 259,462 CHF | 259,875 CHF | 100.00% | 100.00% |
06/09/2024 | 0.16% | 31.45 CHF | 31.50 CHF | 8,000 | 8,000 | 7,967 | 7,967 | 255,025 CHF | 255,423 CHF | 100.00% | 100.00% |
05/09/2024 | 0.15% | 32.80 CHF | 32.85 CHF | 8,000 | 8,000 | 8,020 | 8,020 | 262,822 CHF | 263,224 CHF | 100.00% | 100.00% |
04/09/2024 | 0.16% | 31.60 CHF | 31.65 CHF | 8,500 | 8,500 | 8,465 | 8,465 | 266,176 CHF | 266,600 CHF | 100.00% | 100.00% |
03/09/2024 | 0.16% | 30.30 CHF | 30.35 CHF | 8,400 | 8,400 | 8,365 | 8,365 | 253,919 CHF | 254,337 CHF | 100.00% | 100.00% |
30/08/2024 | 0.16% | 29.65 CHF | 29.70 CHF | 8,800 | 8,800 | 8,577 | 8,577 | 261,063 CHF | 261,492 CHF | 100.00% | 100.00% |
29/08/2024 | 0.17% | 29.90 CHF | 29.95 CHF | 8,700 | 8,700 | 8,692 | 8,692 | 261,852 CHF | 262,287 CHF | 100.00% | 100.00% |
28/08/2024 | 0.17% | 29.00 CHF | 29.05 CHF | 9,100 | 9,100 | 9,062 | 9,062 | 262,477 CHF | 262,930 CHF | 99.95% | 99.95% |