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 | 0.24% | 8.44 CHF | 8.46 CHF | 31,100 | 31,100 | 30,972 | 30,972 | 256,619 CHF | 257,239 CHF | 99.99% | 99.99% |
10/09/2024 | 0.24% | 8.21 CHF | 8.23 CHF | 30,700 | 30,700 | 30,573 | 30,573 | 250,379 CHF | 250,990 CHF | 99.98% | 99.98% |
09/09/2024 | 0.24% | 8.41 CHF | 8.43 CHF | 31,400 | 31,400 | 31,271 | 31,271 | 257,945 CHF | 258,570 CHF | 100.00% | 100.00% |
06/09/2024 | 0.24% | 8.26 CHF | 8.28 CHF | 30,400 | 30,400 | 30,275 | 30,275 | 254,664 CHF | 255,270 CHF | 100.00% | 100.00% |
05/09/2024 | 0.23% | 8.62 CHF | 8.64 CHF | 30,200 | 30,200 | 30,298 | 30,298 | 260,905 CHF | 261,512 CHF | 99.99% | 99.99% |
04/09/2024 | 0.24% | 8.30 CHF | 8.32 CHF | 32,000 | 32,000 | 31,868 | 31,868 | 263,327 CHF | 263,965 CHF | 99.98% | 99.98% |
03/09/2024 | 0.25% | 7.96 CHF | 7.98 CHF | 31,800 | 31,800 | 31,669 | 31,669 | 252,593 CHF | 253,226 CHF | 100.00% | 100.00% |
30/08/2024 | 0.25% | 7.79 CHF | 7.81 CHF | 33,200 | 33,200 | 32,318 | 32,318 | 258,462 CHF | 259,109 CHF | 100.00% | 100.00% |
29/08/2024 | 0.25% | 7.86 CHF | 7.88 CHF | 32,900 | 32,900 | 32,876 | 32,876 | 260,251 CHF | 260,909 CHF | 100.00% | 100.00% |
28/08/2024 | 0.26% | 7.61 CHF | 7.63 CHF | 34,600 | 34,600 | 34,457 | 34,457 | 262,233 CHF | 262,922 CHF | 99.96% | 99.96% |