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 | 6.11% | 0.08 CHF | 0.08 CHF | 418,400 | 418,400 | 418,400 | 418,400 | 33,191 CHF | 35,283 CHF | 100.00% | 100.00% |
25/09/2024 | 5.54% | 0.09 CHF | 0.09 CHF | 386,700 | 386,700 | 386,700 | 386,700 | 33,931 CHF | 35,865 CHF | 100.00% | 100.00% |
24/09/2024 | 6.00% | 0.08 CHF | 0.09 CHF | 401,500 | 401,500 | 401,500 | 401,500 | 32,500 CHF | 34,507 CHF | 100.00% | 100.00% |
23/09/2024 | 5.11% | 0.09 CHF | 0.10 CHF | 298,900 | 298,900 | 298,900 | 298,900 | 28,578 CHF | 30,072 CHF | 99.91% | 99.91% |
20/09/2024 | 4.86% | 0.11 CHF | 0.12 CHF | 325,700 | 325,700 | 325,700 | 325,700 | 32,771 CHF | 34,399 CHF | 100.00% | 100.00% |
19/09/2024 | 5.29% | 0.10 CHF | 0.11 CHF | 376,200 | 376,200 | 376,194 | 376,194 | 34,650 CHF | 36,531 CHF | 98.15% | 98.15% |
18/09/2024 | 5.70% | 0.09 CHF | 0.09 CHF | 374,200 | 374,200 | 374,200 | 374,200 | 31,882 CHF | 33,753 CHF | 100.00% | 100.00% |
12/09/2024 | 4.91% | 0.11 CHF | 0.11 CHF | 310,900 | 310,900 | 310,737 | 310,737 | 30,979 CHF | 32,533 CHF | 100.00% | 100.00% |
11/09/2024 | 4.80% | 0.11 CHF | 0.12 CHF | 307,500 | 307,500 | 307,500 | 307,500 | 31,331 CHF | 32,868 CHF | 100.00% | 100.00% |
10/09/2024 | 4.77% | 0.10 CHF | 0.11 CHF | 328,100 | 328,100 | 328,100 | 328,100 | 33,563 CHF | 35,204 CHF | 100.00% | 100.00% |