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 | 6.37% | 0.16 CHF | 0.17 CHF | 166,900 | 166,900 | 166,693 | 166,693 | 25,356 CHF | 27,023 CHF | 100.00% | 100.00% |
24/09/2024 | 6.38% | 0.15 CHF | 0.16 CHF | 174,600 | 174,600 | 173,885 | 173,885 | 26,375 CHF | 28,114 CHF | 99.75% | 99.75% |
23/09/2024 | 6.59% | 0.14 CHF | 0.16 CHF | 177,500 | 177,500 | 177,541 | 177,541 | 26,046 CHF | 27,821 CHF | 99.95% | 99.95% |
20/09/2024 | 7.10% | 0.14 CHF | 0.16 CHF | 171,700 | 171,700 | 174,178 | 174,178 | 23,696 CHF | 25,437 CHF | 99.91% | 99.91% |
19/09/2024 | 6.60% | 0.15 CHF | 0.16 CHF | 172,200 | 172,200 | 172,200 | 172,200 | 25,244 CHF | 26,966 CHF | 98.19% | 98.19% |
18/09/2024 | 6.55% | 0.15 CHF | 0.16 CHF | 176,200 | 176,200 | 176,395 | 176,395 | 26,037 CHF | 27,801 CHF | 99.97% | 99.97% |
12/09/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 229,600 | 229,600 | 230,178 | 230,178 | 25,599 CHF | 27,902 CHF | 100.00% | 100.00% |
11/09/2024 | 8.78% | 0.11 CHF | 0.12 CHF | 226,000 | 226,000 | 227,179 | 227,179 | 24,763 CHF | 27,035 CHF | 100.00% | 100.00% |
10/09/2024 | 8.47% | 0.11 CHF | 0.12 CHF | 225,900 | 225,900 | 226,239 | 226,239 | 25,576 CHF | 27,838 CHF | 100.00% | 100.00% |
09/09/2024 | 8.77% | 0.11 CHF | 0.12 CHF | 254,300 | 254,300 | 256,330 | 256,330 | 27,945 CHF | 30,508 CHF | 100.00% | 100.00% |