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 | 0.53% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 199,178 | 199,178 | 378,328 CHF | 380,319 CHF | 100.00% | 100.00% |
24/09/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 199,343 | 199,343 | 370,873 CHF | 372,866 CHF | 99.73% | 99.73% |
23/09/2024 | 0.73% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 180,567 | 180,567 | 337,189 CHF | 339,367 CHF | 100.00% | 100.00% |
20/09/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 200,000 | 200,000 | 199,502 | 199,502 | 367,407 CHF | 369,402 CHF | 99.75% | 99.75% |
19/09/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 205,000 | 205,000 | 204,135 | 204,135 | 366,319 CHF | 368,360 CHF | 97.75% | 97.75% |
18/09/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 199,176 | 199,176 | 379,486 CHF | 381,477 CHF | 99.94% | 99.94% |
12/09/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 199,176 | 199,176 | 375,304 CHF | 377,296 CHF | 100.00% | 100.00% |
11/09/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 205,000 | 205,000 | 204,059 | 204,059 | 369,890 CHF | 371,932 CHF | 99.99% | 99.99% |
10/09/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 205,000 | 205,000 | 204,153 | 204,153 | 367,504 CHF | 369,546 CHF | 99.98% | 99.98% |
09/09/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 369,221 CHF | 371,263 CHF | 100.00% | 100.00% |