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 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,581 CHF | 47,831 CHF | 98.78% | 98.78% |
24/09/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,213 CHF | 45,463 CHF | 99.58% | 99.58% |
23/09/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,634 CHF | 44,884 CHF | 100.00% | 100.00% |
20/09/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,584 CHF | 44,834 CHF | 98.31% | 98.31% |
19/09/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,010 CHF | 44,260 CHF | 99.51% | 99.51% |
18/09/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,737 CHF | 44,987 CHF | 100.00% | 100.00% |
12/09/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,956 CHF | 44,206 CHF | 100.00% | 100.00% |
11/09/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,470 CHF | 42,720 CHF | 100.00% | 100.00% |
10/09/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,981 CHF | 44,231 CHF | 99.75% | 99.75% |
09/09/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,269 CHF | 43,519 CHF | 99.72% | 99.72% |