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 | 1.58% | 0.61 CHF | 0.62 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,911 CHF | 63,764 CHF | 93.85% | 93.85% |
24/09/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,080 CHF | 65,032 CHF | 99.16% | 99.16% |
23/09/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 160,932 CHF | 65,373 CHF | 99.17% | 99.17% |
20/09/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 162,695 CHF | 66,078 CHF | 99.17% | 99.17% |
19/09/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 154,130 CHF | 62,652 CHF | 99.16% | 99.16% |
18/09/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 155,918 CHF | 63,367 CHF | 99.17% | 99.17% |
12/09/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 156,367 CHF | 63,547 CHF | 99.16% | 99.16% |
11/09/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 159,313 CHF | 64,725 CHF | 99.16% | 99.16% |
10/09/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 153,073 CHF | 62,229 CHF | 99.16% | 99.16% |
09/09/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 147,729 CHF | 60,091 CHF | 99.17% | 99.17% |