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 | 5.33% | 0.18 CHF | 0.19 CHF | 755,000 | 755,000 | 755,000 | 755,000 | 137,908 CHF | 145,458 CHF | 99.50% | 99.50% |
24/09/2024 | 5.05% | 0.20 CHF | 0.21 CHF | 716,200 | 716,200 | 716,376 | 716,376 | 138,332 CHF | 145,496 CHF | 99.46% | 99.46% |
23/09/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 712,700 | 712,700 | 713,612 | 713,612 | 142,140 CHF | 149,276 CHF | 100.00% | 100.00% |
20/09/2024 | 4.92% | 0.21 CHF | 0.22 CHF | 814,700 | 814,700 | 757,133 | 757,133 | 150,150 CHF | 157,721 CHF | 100.00% | 100.00% |
19/09/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 672,400 | 672,400 | 674,596 | 674,596 | 132,602 CHF | 139,347 CHF | 97.77% | 97.77% |
18/09/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 748,400 | 748,400 | 748,400 | 748,400 | 160,250 CHF | 167,734 CHF | 100.00% | 100.00% |
12/09/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 614,700 | 614,700 | 614,370 | 614,370 | 139,389 CHF | 145,536 CHF | 100.00% | 100.00% |
11/09/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 619,400 | 619,400 | 619,400 | 619,400 | 150,337 CHF | 156,531 CHF | 100.00% | 100.00% |
10/09/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 618,100 | 618,100 | 618,100 | 618,100 | 150,597 CHF | 156,778 CHF | 100.00% | 100.00% |
09/09/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 557,900 | 557,900 | 557,866 | 557,866 | 137,136 CHF | 142,715 CHF | 100.00% | 100.00% |