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 | 0.23% | 13.59 CHF | 13.62 CHF | 15,800 | 15,800 | 15,735 | 15,735 | 208,889 CHF | 209,362 CHF | 99.99% | 99.99% |
10/09/2024 | 0.23% | 13.12 CHF | 13.15 CHF | 15,500 | 15,500 | 15,436 | 15,436 | 201,912 CHF | 202,375 CHF | 99.98% | 99.98% |
09/09/2024 | 0.23% | 13.52 CHF | 13.55 CHF | 16,000 | 16,000 | 15,934 | 15,934 | 210,290 CHF | 210,768 CHF | 100.00% | 100.00% |
06/09/2024 | 0.22% | 13.23 CHF | 13.26 CHF | 15,300 | 15,300 | 15,237 | 15,237 | 206,174 CHF | 206,631 CHF | 99.98% | 99.98% |
05/09/2024 | 0.22% | 13.94 CHF | 13.97 CHF | 15,300 | 15,300 | 15,344 | 15,344 | 213,625 CHF | 214,086 CHF | 100.00% | 100.00% |
04/09/2024 | 0.23% | 13.30 CHF | 13.33 CHF | 16,400 | 16,400 | 16,332 | 16,332 | 216,021 CHF | 216,511 CHF | 99.98% | 99.98% |
03/09/2024 | 0.24% | 12.63 CHF | 12.66 CHF | 16,200 | 16,200 | 16,133 | 16,133 | 204,114 CHF | 204,598 CHF | 99.99% | 99.99% |
30/08/2024 | 0.24% | 12.30 CHF | 12.33 CHF | 17,000 | 17,000 | 16,557 | 16,557 | 210,244 CHF | 210,741 CHF | 100.00% | 100.00% |
29/08/2024 | 0.24% | 12.43 CHF | 12.46 CHF | 17,000 | 17,000 | 16,986 | 16,986 | 213,118 CHF | 213,628 CHF | 100.00% | 100.00% |
28/08/2024 | 0.25% | 11.96 CHF | 11.99 CHF | 18,000 | 18,000 | 17,926 | 17,926 | 214,086 CHF | 214,623 CHF | 99.96% | 99.96% |