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 | 0.74% | 1.36 CHF | 1.37 CHF | 205,000 | 205,000 | 204,043 | 204,043 | 273,796 CHF | 275,838 CHF | 100.00% | 100.00% |
10/09/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 205,000 | 205,000 | 204,153 | 204,153 | 271,269 CHF | 273,310 CHF | 99.97% | 99.97% |
09/09/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 272,716 CHF | 274,758 CHF | 100.00% | 100.00% |
06/09/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 205,000 | 205,000 | 203,735 | 203,735 | 276,966 CHF | 279,007 CHF | 100.00% | 100.00% |
05/09/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,720 | 200,720 | 279,055 CHF | 281,062 CHF | 100.00% | 100.00% |
04/09/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 273,383 CHF | 275,424 CHF | 100.00% | 100.00% |
03/09/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 205,000 | 205,000 | 204,157 | 204,157 | 264,802 CHF | 266,843 CHF | 100.00% | 100.00% |
30/08/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 210,000 | 210,000 | 204,477 | 204,477 | 265,798 CHF | 267,843 CHF | 100.00% | 100.00% |
29/08/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 205,000 | 205,000 | 204,853 | 204,853 | 263,641 CHF | 265,690 CHF | 100.00% | 100.00% |
28/08/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 210,000 | 210,000 | 209,134 | 209,134 | 259,557 CHF | 261,648 CHF | 99.95% | 99.95% |