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 | 0.75% | 27.04 CHF | 27.24 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,399 CHF | 136,421 CHF | 99.86% | 99.86% |
01/10/2024 | 0.75% | 27.12 CHF | 27.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,619 CHF | 136,637 CHF | 100.00% | 100.00% |
30/09/2024 | 0.76% | 27.10 CHF | 27.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,465 CHF | 136,498 CHF | 90.83% | 90.83% |
27/09/2024 | 0.75% | 27.10 CHF | 27.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,530 CHF | 136,552 CHF | 98.99% | 98.99% |
26/09/2024 | 0.75% | 27.12 CHF | 27.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,560 CHF | 136,587 CHF | 98.72% | 98.72% |
25/09/2024 | 0.75% | 27.08 CHF | 27.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,459 CHF | 136,479 CHF | 73.60% | 73.60% |
24/09/2024 | 0.75% | 27.14 CHF | 27.34 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,778 CHF | 136,801 CHF | 97.19% | 97.19% |
23/09/2024 | 0.75% | 27.10 CHF | 27.32 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,547 CHF | 136,565 CHF | 89.40% | 89.40% |
20/09/2024 | 0.74% | 27.04 CHF | 27.24 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,200 CHF | 136,200 CHF | 0.10% | 0.10% |
19/09/2024 | 0.76% | 27.04 CHF | 27.24 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 135,194 CHF | 136,220 CHF | 64.91% | 64.91% |