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 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,476 CHF | 92,976 CHF | 99.31% | 99.31% |
10/09/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,583 CHF | 91,083 CHF | 98.56% | 98.56% |
09/09/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,347 CHF | 89,847 CHF | 99.08% | 99.08% |
06/09/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,011 CHF | 89,511 CHF | 85.48% | 85.48% |
05/09/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,373 CHF | 87,873 CHF | 99.00% | 99.00% |
04/09/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,900 CHF | 88,400 CHF | 98.25% | 98.25% |
03/09/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,683 CHF | 87,183 CHF | 98.94% | 98.94% |
30/08/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,826 CHF | 82,326 CHF | 93.18% | 93.18% |
29/08/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,672 CHF | 81,172 CHF | 97.00% | 97.00% |
28/08/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,777 CHF | 80,277 CHF | 99.39% | 99.39% |