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 | 2.78% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 144,515 | 100,000 | 51,223 CHF | 36,468 CHF | 89.02% | 89.02% |
24/09/2024 | 2.52% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 132,398 | 100,000 | 51,859 CHF | 40,255 CHF | 99.93% | 99.93% |
23/09/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 155,100 | 100,000 | 52,044 CHF | 34,583 CHF | 100.00% | 100.00% |
20/09/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 153,714 | 100,000 | 51,497 CHF | 34,526 CHF | 89.67% | 89.67% |
19/09/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 149,386 | 100,000 | 51,940 CHF | 35,784 CHF | 98.45% | 98.45% |
18/09/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 160,000 | 100,000 | 162,126 | 100,000 | 51,519 CHF | 32,787 CHF | 80.95% | 80.95% |
12/09/2024 | 3.41% | 0.28 CHF | 0.29 CHF | 180,000 | 100,000 | 178,180 | 100,000 | 51,362 CHF | 29,847 CHF | 97.86% | 97.86% |
11/09/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 195,764 | 100,000 | 51,410 CHF | 27,278 CHF | 99.03% | 99.03% |
10/09/2024 | 3.66% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 189,862 | 100,000 | 50,890 CHF | 27,865 CHF | 100.00% | 100.00% |
09/09/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 190,000 | 100,000 | 190,327 | 100,000 | 51,312 CHF | 27,967 CHF | 100.00% | 100.00% |