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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/10/2024 | 1.33% | 89.30 CHF | 90.50 CHF | 8,900 | 8,900 | 8,848 | 8,848 | 790,408 CHF | 801,017 CHF | 100.00% | 100.00% |
01/10/2024 | 1.33% | 88.90 CHF | 90.10 CHF | 8,800 | 8,800 | 8,801 | 8,801 | 789,799 CHF | 800,351 CHF | 99.99% | 99.99% |
30/09/2024 | 1.33% | 89.50 CHF | 90.70 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 788,793 CHF | 799,345 CHF | 100.00% | 100.00% |
27/09/2024 | 1.33% | 89.70 CHF | 90.90 CHF | 8,800 | 8,800 | 8,797 | 8,797 | 788,557 CHF | 799,105 CHF | 100.00% | 100.00% |
26/09/2024 | 1.35% | 88.90 CHF | 90.10 CHF | 8,900 | 8,900 | 8,889 | 8,889 | 786,324 CHF | 796,982 CHF | 99.98% | 99.98% |
25/09/2024 | 1.35% | 88.50 CHF | 89.70 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 786,562 CHF | 797,234 CHF | 100.00% | 100.00% |
24/09/2024 | 1.35% | 88.30 CHF | 89.50 CHF | 8,900 | 8,900 | 8,975 | 8,975 | 789,239 CHF | 799,999 CHF | 100.00% | 100.00% |
23/09/2024 | 1.37% | 86.90 CHF | 88.10 CHF | 9,000 | 9,000 | 9,016 | 9,016 | 785,519 CHF | 796,329 CHF | 100.00% | 100.00% |
20/09/2024 | 1.35% | 86.30 CHF | 87.50 CHF | 9,100 | 9,100 | 8,928 | 8,928 | 787,475 CHF | 798,180 CHF | 100.00% | 100.00% |
19/09/2024 | 1.32% | 89.70 CHF | 90.90 CHF | 8,800 | 8,800 | 8,722 | 8,722 | 786,562 CHF | 797,020 CHF | 99.76% | 99.76% |