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 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 107,354 | 100,000 | 52,548 CHF | 50,011 CHF | 100.00% | 100.00% |
24/09/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,586 CHF | 54,586 CHF | 99.05% | 99.05% |
23/09/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,004 CHF | 54,004 CHF | 99.98% | 99.98% |
20/09/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,073 | 100,000 | 50,965 CHF | 51,930 CHF | 99.99% | 99.99% |
19/09/2024 | 2.17% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 97,568 | 97,568 | 52,257 CHF | 53,269 CHF | 98.77% | 98.77% |
18/09/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,370 CHF | 60,370 CHF | 98.41% | 98.41% |
12/09/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,576 | 99,576 | 57,825 CHF | 58,827 CHF | 99.78% | 99.78% |
11/09/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,544 | 99,544 | 64,547 CHF | 65,549 CHF | 98.40% | 98.40% |
10/09/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,511 CHF | 65,511 CHF | 100.00% | 100.00% |
09/09/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,105 CHF | 64,105 CHF | 100.00% | 100.00% |