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 | 1.16% | 0.85 CHF | 0.86 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 213,384 CHF | 86,354 CHF | 93.86% | 93.86% |
24/09/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 220,508 CHF | 89,203 CHF | 99.16% | 99.16% |
23/09/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,454 CHF | 92,382 CHF | 99.16% | 99.16% |
20/09/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 229,522 CHF | 92,809 CHF | 99.17% | 99.17% |
19/09/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 226,969 CHF | 91,788 CHF | 99.15% | 99.15% |
18/09/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 238,935 CHF | 96,574 CHF | 99.17% | 99.17% |
12/09/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 239,328 CHF | 96,731 CHF | 99.15% | 99.15% |
11/09/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 235,382 CHF | 95,153 CHF | 99.15% | 99.15% |
10/09/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,538 CHF | 92,415 CHF | 99.17% | 99.17% |
09/09/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 228,692 CHF | 92,477 CHF | 99.17% | 99.17% |