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 | 0.97% | 1.02 CHF | 1.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 615,278 CHF | 207,093 CHF | 83.73% | 83.73% |
24/09/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 617,972 CHF | 207,991 CHF | 85.55% | 85.55% |
23/09/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 633,940 CHF | 213,313 CHF | 85.42% | 85.42% |
20/09/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 636,249 CHF | 214,083 CHF | 94.49% | 94.49% |
19/09/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 595,206 CHF | 200,402 CHF | 87.78% | 87.78% |
18/09/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 618,588 CHF | 208,196 CHF | 74.73% | 74.73% |
12/09/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 640,062 CHF | 215,354 CHF | 89.16% | 89.16% |
11/09/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 665,382 CHF | 223,794 CHF | 90.58% | 90.58% |
10/09/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 669,127 CHF | 225,042 CHF | 80.47% | 80.47% |
09/09/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 664,521 CHF | 223,507 CHF | 97.01% | 97.01% |