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 | 28.77% | 0.03 CHF | 0.04 CHF | 719,500 | 719,500 | 717,677 | 717,677 | 21,380 CHF | 28,556 CHF | 99.51% | 99.51% |
24/09/2024 | 27.31% | 0.04 CHF | 0.05 CHF | 782,500 | 782,500 | 772,895 | 772,895 | 24,570 CHF | 32,299 CHF | 99.47% | 99.47% |
23/09/2024 | 26.93% | 0.03 CHF | 0.04 CHF | 822,300 | 822,300 | 818,422 | 818,422 | 26,422 CHF | 34,606 CHF | 100.00% | 100.00% |
20/09/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 862,400 | 862,400 | 859,048 | 859,048 | 25,771 CHF | 34,362 CHF | 100.00% | 100.00% |
19/09/2024 | 31.19% | 0.03 CHF | 0.04 CHF | 636,400 | 636,400 | 636,845 | 636,845 | 17,489 CHF | 23,857 CHF | 97.77% | 97.77% |
18/09/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 618,000 | 618,000 | 628,821 | 628,821 | 25,153 CHF | 31,441 CHF | 100.00% | 100.00% |
12/09/2024 | 13.82% | 0.07 CHF | 0.08 CHF | 383,900 | 383,900 | 375,510 | 375,510 | 25,433 CHF | 29,190 CHF | 99.99% | 99.99% |
11/09/2024 | 14.62% | 0.07 CHF | 0.08 CHF | 392,500 | 392,500 | 384,058 | 384,058 | 24,456 CHF | 28,297 CHF | 100.00% | 100.00% |
10/09/2024 | 13.39% | 0.07 CHF | 0.08 CHF | 379,500 | 379,500 | 377,915 | 377,915 | 26,371 CHF | 30,150 CHF | 100.00% | 100.00% |
09/09/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 362,800 | 362,800 | 361,305 | 361,305 | 24,852 CHF | 28,465 CHF | 100.00% | 100.00% |