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 | 0.85% | 1.19 CHF | 1.20 CHF | 44,000 | 44,000 | 43,587 | 43,587 | 51,560 CHF | 51,996 CHF | 100.00% | 100.00% |
24/09/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 44,000 | 44,000 | 43,572 | 43,572 | 52,411 CHF | 52,847 CHF | 100.00% | 100.00% |
23/09/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 44,000 | 44,000 | 43,264 | 43,264 | 50,141 CHF | 50,574 CHF | 100.00% | 100.00% |
20/09/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 44,000 | 44,000 | 43,631 | 43,631 | 53,242 CHF | 53,678 CHF | 100.00% | 100.00% |
19/09/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 43,000 | 43,000 | 42,597 | 42,597 | 46,101 CHF | 46,527 CHF | 100.00% | 100.00% |
18/09/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 44,000 | 44,000 | 43,504 | 43,504 | 54,482 CHF | 54,917 CHF | 100.00% | 100.00% |
12/09/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 43,000 | 43,000 | 42,538 | 42,538 | 46,394 CHF | 46,820 CHF | 99.78% | 99.78% |
11/09/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 42,000 | 42,000 | 42,212 | 42,212 | 46,185 CHF | 46,608 CHF | 99.99% | 99.99% |
10/09/2024 | 0.99% | 1.07 CHF | 1.08 CHF | 42,000 | 42,000 | 41,588 | 41,588 | 42,165 CHF | 42,581 CHF | 98.83% | 98.83% |
09/09/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 43,000 | 43,000 | 42,548 | 42,548 | 46,862 CHF | 47,287 CHF | 100.00% | 100.00% |