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 | 0.37% | 2.76 CHF | 2.77 CHF | 205,000 | 205,000 | 203,969 | 203,969 | 558,381 CHF | 560,423 CHF | 100.00% | 100.00% |
10/09/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 205,000 | 205,000 | 204,153 | 204,153 | 556,138 CHF | 558,180 CHF | 99.98% | 99.98% |
09/09/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 558,501 CHF | 560,542 CHF | 100.00% | 100.00% |
06/09/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 205,000 | 205,000 | 203,542 | 203,542 | 561,086 CHF | 563,127 CHF | 100.00% | 100.00% |
05/09/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 200,000 | 200,000 | 200,720 | 200,720 | 560,311 CHF | 562,319 CHF | 100.00% | 100.00% |
04/09/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 559,326 CHF | 561,367 CHF | 100.00% | 100.00% |
03/09/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 205,000 | 205,000 | 204,157 | 204,157 | 550,917 CHF | 552,958 CHF | 100.00% | 100.00% |
30/08/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 210,000 | 210,000 | 204,477 | 204,477 | 552,285 CHF | 554,330 CHF | 100.00% | 100.00% |
29/08/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 205,000 | 205,000 | 204,855 | 204,855 | 549,649 CHF | 551,698 CHF | 100.00% | 100.00% |
28/08/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 551,717 CHF | 553,808 CHF | 99.96% | 99.96% |