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 | 1.00% | 44.95 CHF | 45.40 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 564,295 CHF | 569,956 CHF | 99.66% | 99.66% |
10/09/2024 | 1.00% | 45.53 CHF | 45.99 CHF | 12,490 | 12,500 | 12,495 | 12,500 | 570,351 CHF | 576,345 CHF | 99.94% | 99.94% |
09/09/2024 | 1.00% | 43.95 CHF | 44.39 CHF | 11,520 | 12,500 | 12,478 | 12,500 | 551,313 CHF | 557,826 CHF | 99.98% | 99.98% |
06/09/2024 | 1.00% | 43.36 CHF | 43.80 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 555,467 CHF | 561,065 CHF | 99.97% | 99.97% |
05/09/2024 | 1.00% | 45.28 CHF | 45.74 CHF | 12,100 | 12,500 | 12,300 | 12,500 | 558,624 CHF | 573,455 CHF | 100.00% | 100.00% |
04/09/2024 | 1.01% | 46.04 CHF | 46.50 CHF | 12,500 | 11,500 | 12,500 | 11,569 | 567,671 CHF | 530,685 CHF | 99.81% | 99.81% |
03/09/2024 | 1.00% | 46.50 CHF | 46.97 CHF | 12,500 | 12,480 | 12,500 | 12,485 | 590,889 CHF | 596,147 CHF | 99.99% | 99.99% |
30/08/2024 | 1.00% | 46.96 CHF | 47.43 CHF | 11,400 | 12,500 | 12,481 | 12,500 | 594,469 CHF | 601,360 CHF | 100.00% | 100.00% |
29/08/2024 | 1.00% | 48.79 CHF | 49.28 CHF | 12,500 | 12,225 | 12,500 | 12,445 | 598,807 CHF | 602,159 CHF | 100.00% | 100.00% |
28/08/2024 | 1.00% | 46.74 CHF | 47.21 CHF | 12,452 | 12,365 | 12,457 | 12,437 | 591,032 CHF | 596,011 CHF | 97.26% | 97.26% |