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 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,634 CHF | 63,634 CHF | 100.00% | 100.00% |
24/09/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,109 CHF | 68,109 CHF | 99.05% | 99.05% |
23/09/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,507 CHF | 67,507 CHF | 99.98% | 99.98% |
20/09/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,584 CHF | 65,584 CHF | 99.99% | 99.99% |
19/09/2024 | 1.73% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 97,568 | 97,568 | 65,534 CHF | 66,546 CHF | 98.77% | 98.77% |
18/09/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,774 CHF | 73,774 CHF | 97.40% | 97.40% |
12/09/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,576 | 99,576 | 71,340 CHF | 72,342 CHF | 99.78% | 99.78% |
11/09/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 99,544 | 99,544 | 78,038 CHF | 79,041 CHF | 98.40% | 98.40% |
10/09/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,112 CHF | 78,112 CHF | 100.00% | 100.00% |
09/09/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,489 CHF | 77,489 CHF | 100.00% | 100.00% |