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 | 0.32% | 32.70 CHF | 32.80 CHF | 4,400 | 4,400 | 4,382 | 4,382 | 138,211 CHF | 138,649 CHF | 100.00% | 100.00% |
10/09/2024 | 0.32% | 30.95 CHF | 31.05 CHF | 4,300 | 4,300 | 4,282 | 4,282 | 131,799 CHF | 132,227 CHF | 99.98% | 99.98% |
09/09/2024 | 0.32% | 32.50 CHF | 32.60 CHF | 4,500 | 4,500 | 4,481 | 4,481 | 139,978 CHF | 140,427 CHF | 100.00% | 100.00% |
06/09/2024 | 0.31% | 31.40 CHF | 31.50 CHF | 4,200 | 4,200 | 4,183 | 4,183 | 136,219 CHF | 136,637 CHF | 99.98% | 99.98% |
05/09/2024 | 0.29% | 34.05 CHF | 34.15 CHF | 4,200 | 4,200 | 4,209 | 4,209 | 143,223 CHF | 143,644 CHF | 100.00% | 100.00% |
04/09/2024 | 0.32% | 31.65 CHF | 31.75 CHF | 4,700 | 4,700 | 4,681 | 4,681 | 146,918 CHF | 147,386 CHF | 99.98% | 99.98% |
03/09/2024 | 0.34% | 29.15 CHF | 29.25 CHF | 4,600 | 4,600 | 4,581 | 4,581 | 133,879 CHF | 134,337 CHF | 100.00% | 100.00% |
30/08/2024 | 0.34% | 27.95 CHF | 28.05 CHF | 4,900 | 4,900 | 4,787 | 4,787 | 140,833 CHF | 141,311 CHF | 100.00% | 100.00% |
29/08/2024 | 0.35% | 28.45 CHF | 28.55 CHF | 5,000 | 5,000 | 4,993 | 4,993 | 144,399 CHF | 144,899 CHF | 100.00% | 100.00% |
28/08/2024 | 0.30% | 26.83 CHF | 26.91 CHF | 5,400 | 5,400 | 5,378 | 5,378 | 143,842 CHF | 144,273 CHF | 99.96% | 99.96% |