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 | 0.57% | 1.79 CHF | 1.80 CHF | 205,000 | 205,000 | 204,052 | 204,052 | 359,922 CHF | 361,964 CHF | 100.00% | 100.00% |
10/09/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 205,000 | 205,000 | 204,154 | 204,154 | 357,178 CHF | 359,219 CHF | 99.98% | 99.98% |
09/09/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 359,351 CHF | 361,393 CHF | 100.00% | 100.00% |
06/09/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 205,000 | 205,000 | 203,781 | 203,781 | 363,479 CHF | 365,521 CHF | 100.00% | 100.00% |
05/09/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,721 | 200,721 | 363,942 CHF | 365,949 CHF | 100.00% | 100.00% |
04/09/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 359,917 CHF | 361,958 CHF | 100.00% | 100.00% |
03/09/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 205,000 | 205,000 | 204,157 | 204,157 | 351,166 CHF | 353,208 CHF | 100.00% | 100.00% |
30/08/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 210,000 | 210,000 | 204,477 | 204,477 | 352,320 CHF | 354,364 CHF | 100.00% | 100.00% |
29/08/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 205,000 | 205,000 | 204,854 | 204,854 | 350,316 CHF | 352,364 CHF | 100.00% | 100.00% |
28/08/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 347,753 CHF | 349,844 CHF | 99.98% | 99.98% |