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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0.66% | 2.34 CHF | 2.35 CHF | 220,000 | 220,000 | 99,196 | 99,196 | 232,080 CHF | 233,375 CHF | 99.90% | 99.90% |
24/09/2024 | 0.67% | 2.33 CHF | 2.34 CHF | 230,000 | 230,000 | 102,776 | 102,776 | 238,018 CHF | 239,352 CHF | 100.00% | 100.00% |
23/09/2024 | 0.67% | 2.32 CHF | 2.33 CHF | 230,000 | 230,000 | 102,553 | 102,553 | 237,348 CHF | 238,681 CHF | 99.98% | 99.98% |
20/09/2024 | 0.69% | 2.32 CHF | 2.33 CHF | 230,000 | 230,000 | 102,835 | 102,835 | 233,486 CHF | 234,822 CHF | 100.00% | 100.00% |
19/09/2024 | 0.70% | 2.25 CHF | 2.26 CHF | 230,000 | 230,000 | 103,788 | 103,788 | 232,089 CHF | 233,432 CHF | 97.76% | 97.76% |
18/09/2024 | 0.71% | 2.17 CHF | 2.18 CHF | 230,000 | 230,000 | 103,528 | 103,528 | 224,826 CHF | 226,166 CHF | 99.19% | 99.19% |
12/09/2024 | 0.74% | 2.08 CHF | 2.09 CHF | 240,000 | 240,000 | 107,401 | 107,401 | 222,864 CHF | 224,259 CHF | 100.00% | 100.00% |
11/09/2024 | 0.77% | 1.97 CHF | 1.98 CHF | 250,000 | 250,000 | 105,971 | 105,971 | 211,753 CHF | 213,134 CHF | 99.90% | 99.90% |
10/09/2024 | 0.76% | 2.03 CHF | 2.04 CHF | 240,000 | 240,000 | 107,480 | 107,480 | 217,510 CHF | 218,905 CHF | 99.75% | 99.75% |
09/09/2024 | 0.77% | 2.02 CHF | 2.03 CHF | 240,000 | 240,000 | 106,495 | 106,495 | 215,295 CHF | 216,673 CHF | 99.90% | 99.90% |