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 | 1.59% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 85,476 | 50,000 | 53,315 CHF | 31,726 CHF | 99.53% | 99.53% |
24/09/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,152 CHF | 34,970 CHF | 100.00% | 100.00% |
23/09/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,813 CHF | 34,133 CHF | 100.00% | 100.00% |
20/09/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,229 CHF | 33,143 CHF | 90.17% | 90.17% |
19/09/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,859 CHF | 32,912 CHF | 99.39% | 99.39% |
18/09/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,733 | 50,000 | 51,480 CHF | 32,391 CHF | 98.53% | 98.53% |
12/09/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,644 CHF | 29,747 CHF | 97.95% | 97.95% |
11/09/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,325 CHF | 29,014 CHF | 98.75% | 98.75% |
10/09/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 92,206 | 50,000 | 51,682 CHF | 28,545 CHF | 100.00% | 100.00% |
09/09/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 97,684 | 50,000 | 53,826 CHF | 28,062 CHF | 100.00% | 100.00% |