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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 1,344,300 | 1,344,300 | 1,344,300 | 1,344,300 | 33,608 CHF | 40,329 CHF | 100.00% | 100.00% |
25/09/2024 | 21.42% | 0.03 CHF | 0.03 CHF | 1,423,700 | 1,423,700 | 1,423,700 | 1,423,700 | 29,895 CHF | 37,013 CHF | 100.00% | 100.00% |
24/09/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 1,381,400 | 1,381,400 | 1,381,400 | 1,381,400 | 34,535 CHF | 41,442 CHF | 100.00% | 100.00% |
23/09/2024 | 21.54% | 0.03 CHF | 0.03 CHF | 1,656,300 | 1,656,300 | 1,656,300 | 1,656,300 | 34,534 CHF | 42,815 CHF | 99.91% | 99.91% |
20/09/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 1,540,900 | 1,540,900 | 1,540,900 | 1,540,900 | 30,818 CHF | 38,523 CHF | 100.00% | 100.00% |
19/09/2024 | 18.94% | 0.02 CHF | 0.03 CHF | 1,354,900 | 1,354,900 | 1,354,880 | 1,354,880 | 32,609 CHF | 39,384 CHF | 98.14% | 98.14% |
18/09/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 1,360,800 | 1,360,800 | 1,360,800 | 1,360,800 | 34,020 CHF | 40,824 CHF | 100.00% | 100.00% |
12/09/2024 | 20.71% | 0.02 CHF | 0.03 CHF | 1,539,200 | 1,539,200 | 1,538,150 | 1,538,150 | 33,682 CHF | 41,378 CHF | 100.00% | 100.00% |
11/09/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 1,552,600 | 1,552,600 | 1,552,600 | 1,552,600 | 31,052 CHF | 38,815 CHF | 100.00% | 100.00% |
10/09/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 1,472,000 | 1,472,000 | 1,472,000 | 1,472,000 | 29,440 CHF | 36,800 CHF | 100.00% | 100.00% |