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 | 0.58% | 1.71 CHF | 1.72 CHF | 52,000 | 52,000 | 50,646 | 50,646 | 86,905 CHF | 87,412 CHF | 100.00% | 100.00% |
24/09/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 52,000 | 52,000 | 50,830 | 50,830 | 85,524 CHF | 86,032 CHF | 100.00% | 100.00% |
23/09/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 55,000 | 55,000 | 54,233 | 54,233 | 74,065 CHF | 74,607 CHF | 100.00% | 100.00% |
20/09/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 77,680 CHF | 78,216 CHF | 100.00% | 100.00% |
19/09/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 54,000 | 54,000 | 52,739 | 52,739 | 80,701 CHF | 81,228 CHF | 98.11% | 98.11% |
18/09/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 56,000 | 56,000 | 55,154 | 55,154 | 73,541 CHF | 74,092 CHF | 99.19% | 99.19% |
12/09/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 57,000 | 57,000 | 55,515 | 55,515 | 72,645 CHF | 73,201 CHF | 100.00% | 100.00% |
11/09/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 58,000 | 58,000 | 57,056 | 57,056 | 67,589 CHF | 68,160 CHF | 100.00% | 100.00% |
10/09/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 59,000 | 59,000 | 57,661 | 57,661 | 64,108 CHF | 64,685 CHF | 99.75% | 99.75% |
09/09/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 59,000 | 59,000 | 57,463 | 57,463 | 65,339 CHF | 65,914 CHF | 100.00% | 100.00% |