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 | 0.67% | 1.50 CHF | 1.51 CHF | 205,000 | 205,000 | 204,058 | 204,058 | 301,983 CHF | 304,024 CHF | 100.00% | 100.00% |
10/09/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 205,000 | 205,000 | 204,153 | 204,153 | 299,208 CHF | 301,250 CHF | 99.98% | 99.98% |
09/09/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 301,180 CHF | 303,222 CHF | 100.00% | 100.00% |
06/09/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 205,000 | 205,000 | 203,776 | 203,776 | 305,239 CHF | 307,281 CHF | 100.00% | 100.00% |
05/09/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,721 | 200,721 | 306,723 CHF | 308,730 CHF | 100.00% | 100.00% |
04/09/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 301,791 CHF | 303,832 CHF | 100.00% | 100.00% |
03/09/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 205,000 | 205,000 | 204,157 | 204,157 | 292,922 CHF | 294,964 CHF | 100.00% | 100.00% |
30/08/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 210,000 | 210,000 | 204,477 | 204,477 | 294,305 CHF | 296,349 CHF | 100.00% | 100.00% |
29/08/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 205,000 | 205,000 | 204,855 | 204,855 | 292,031 CHF | 294,080 CHF | 100.00% | 100.00% |
28/08/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 288,189 CHF | 290,281 CHF | 99.96% | 99.96% |