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 | 0.46% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,882 CHF | 108,382 CHF | 99.28% | 99.28% |
10/09/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,006 CHF | 106,506 CHF | 98.56% | 98.56% |
09/09/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,785 CHF | 105,285 CHF | 99.08% | 99.08% |
06/09/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,421 CHF | 104,921 CHF | 85.48% | 85.48% |
05/09/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,852 CHF | 103,352 CHF | 99.01% | 99.01% |
04/09/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,368 CHF | 103,868 CHF | 98.21% | 98.21% |
03/09/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,180 CHF | 102,680 CHF | 98.77% | 98.77% |
30/08/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,326 CHF | 97,826 CHF | 93.24% | 93.24% |
29/08/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,132 CHF | 96,632 CHF | 97.03% | 97.03% |
28/08/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,233 CHF | 95,733 CHF | 99.39% | 99.39% |