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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/10/2024 | 0.42% | 119.97 CHF | 120.47 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 300,369 CHF | 301,619 CHF | 100.00% | 100.00% |
02/10/2024 | 0.41% | 120.43 CHF | 120.93 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 301,084 CHF | 302,334 CHF | 100.00% | 100.00% |
01/10/2024 | 0.41% | 120.38 CHF | 120.88 CHF | 2,500 | 2,500 | 2,503 | 2,503 | 302,275 CHF | 303,521 CHF | 100.00% | 100.00% |
30/09/2024 | 0.41% | 120.83 CHF | 121.33 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,056 CHF | 303,306 CHF | 100.00% | 100.00% |
27/09/2024 | 0.41% | 120.95 CHF | 121.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,384 CHF | 303,634 CHF | 89.12% | 89.12% |
26/09/2024 | 0.41% | 120.87 CHF | 121.37 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 302,226 CHF | 303,476 CHF | 87.25% | 87.25% |
25/09/2024 | 0.41% | 120.62 CHF | 121.12 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 301,460 CHF | 302,710 CHF | 99.14% | 99.14% |
24/09/2024 | 0.41% | 120.39 CHF | 120.89 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 300,946 CHF | 302,196 CHF | 99.69% | 99.69% |
23/09/2024 | 0.41% | 120.42 CHF | 120.92 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 300,922 CHF | 302,172 CHF | 100.00% | 100.00% |
20/09/2024 | 0.41% | 120.10 CHF | 120.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 300,653 CHF | 301,903 CHF | 99.91% | 99.91% |