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 | 2.25% | 0.44 CHF | 0.45 CHF | 173,000 | 173,000 | 168,389 | 168,389 | 73,939 CHF | 75,623 CHF | 100.00% | 100.00% |
24/09/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 173,000 | 173,000 | 168,492 | 168,492 | 74,219 CHF | 75,904 CHF | 100.00% | 100.00% |
23/09/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 181,000 | 181,000 | 178,785 | 178,785 | 89,126 CHF | 90,914 CHF | 100.00% | 100.00% |
20/09/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 185,000 | 185,000 | 177,056 | 177,056 | 87,087 CHF | 88,858 CHF | 99.99% | 99.99% |
19/09/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 181,000 | 181,000 | 173,439 | 173,439 | 79,754 CHF | 81,489 CHF | 97.87% | 97.87% |
18/09/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 185,000 | 185,000 | 181,519 | 181,519 | 90,629 CHF | 92,444 CHF | 99.19% | 99.19% |
12/09/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 189,000 | 189,000 | 184,200 | 184,200 | 94,626 CHF | 96,468 CHF | 100.00% | 100.00% |
11/09/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 197,000 | 197,000 | 188,541 | 188,541 | 99,328 CHF | 101,214 CHF | 100.00% | 100.00% |
10/09/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 197,000 | 197,000 | 188,402 | 188,402 | 99,082 CHF | 100,966 CHF | 99.75% | 99.75% |
09/09/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 193,000 | 193,000 | 186,332 | 186,332 | 96,304 CHF | 98,168 CHF | 100.00% | 100.00% |