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 | 5.66% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 296,135 | 100,000 | 50,869 CHF | 18,204 CHF | 99.34% | 99.34% |
24/09/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 299,464 | 100,000 | 50,916 CHF | 18,027 CHF | 99.99% | 99.99% |
23/09/2024 | 6.92% | 0.14 CHF | 0.15 CHF | 360,000 | 100,000 | 362,234 | 100,000 | 50,499 CHF | 14,957 CHF | 99.91% | 99.91% |
20/09/2024 | 6.91% | 0.13 CHF | 0.14 CHF | 390,000 | 100,000 | 361,925 | 100,000 | 50,562 CHF | 14,995 CHF | 89.67% | 89.67% |
19/09/2024 | 5.75% | 0.16 CHF | 0.17 CHF | 320,000 | 100,000 | 301,843 | 100,000 | 51,006 CHF | 17,908 CHF | 93.75% | 93.75% |
18/09/2024 | 6.60% | 0.15 CHF | 0.16 CHF | 340,000 | 100,000 | 346,638 | 100,000 | 50,801 CHF | 15,668 CHF | 96.49% | 96.49% |
12/09/2024 | 8.35% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 440,095 | 100,000 | 50,499 CHF | 12,497 CHF | 87.53% | 87.53% |
11/09/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 446,028 | 100,000 | 50,501 CHF | 12,353 CHF | 87.38% | 87.38% |
10/09/2024 | 9.75% | 0.09 CHF | 0.10 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 48,866 CHF | 10,773 CHF | 100.00% | 100.00% |
09/09/2024 | 9.42% | 0.10 CHF | 0.11 CHF | 500,000 | 100,000 | 494,591 | 100,000 | 50,046 CHF | 11,128 CHF | 100.00% | 100.00% |