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 | 0.61% | 1.66 CHF | 1.67 CHF | 205,000 | 205,000 | 204,056 | 204,056 | 333,568 CHF | 335,610 CHF | 100.00% | 100.00% |
10/09/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 205,000 | 205,000 | 204,153 | 204,153 | 330,872 CHF | 332,914 CHF | 99.97% | 99.97% |
09/09/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 332,512 CHF | 334,553 CHF | 100.00% | 100.00% |
06/09/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 205,000 | 205,000 | 203,791 | 203,791 | 337,227 CHF | 339,268 CHF | 100.00% | 100.00% |
05/09/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,721 | 200,721 | 337,928 CHF | 339,935 CHF | 100.00% | 100.00% |
04/09/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 333,022 CHF | 335,063 CHF | 100.00% | 100.00% |
03/09/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 205,000 | 205,000 | 204,157 | 204,157 | 324,675 CHF | 326,717 CHF | 100.00% | 100.00% |
30/08/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 210,000 | 210,000 | 204,477 | 204,477 | 325,808 CHF | 327,853 CHF | 100.00% | 100.00% |
29/08/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 205,000 | 205,000 | 204,854 | 204,854 | 323,501 CHF | 325,549 CHF | 100.00% | 100.00% |
28/08/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 320,625 CHF | 322,716 CHF | 99.97% | 99.97% |