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 | 1.68% | 0.59 CHF | 0.60 CHF | 173,000 | 173,000 | 168,389 | 168,389 | 99,188 CHF | 100,872 CHF | 100.00% | 100.00% |
24/09/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 173,000 | 173,000 | 168,492 | 168,492 | 99,470 CHF | 101,155 CHF | 100.00% | 100.00% |
23/09/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 181,000 | 181,000 | 178,784 | 178,784 | 115,866 CHF | 117,654 CHF | 100.00% | 100.00% |
20/09/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 185,000 | 185,000 | 177,055 | 177,055 | 113,379 CHF | 115,150 CHF | 100.00% | 100.00% |
19/09/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 181,000 | 181,000 | 173,441 | 173,441 | 105,426 CHF | 107,160 CHF | 97.87% | 97.87% |
18/09/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 185,000 | 185,000 | 181,520 | 181,520 | 117,375 CHF | 119,190 CHF | 99.19% | 99.19% |
12/09/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 189,000 | 189,000 | 184,199 | 184,199 | 121,921 CHF | 123,763 CHF | 100.00% | 100.00% |
11/09/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 197,000 | 197,000 | 188,536 | 188,536 | 127,026 CHF | 128,913 CHF | 100.00% | 100.00% |
10/09/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 197,000 | 197,000 | 188,404 | 188,404 | 126,850 CHF | 128,734 CHF | 99.75% | 99.75% |
09/09/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 193,000 | 193,000 | 186,330 | 186,330 | 123,186 CHF | 125,050 CHF | 100.00% | 100.00% |