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 | 3.25% | 0.30 CHF | 0.31 CHF | 101,000 | 101,000 | 101,551 | 101,551 | 30,882 CHF | 31,897 CHF | 100.00% | 100.00% |
24/09/2024 | 2.80% | 0.34 CHF | 0.35 CHF | 103,000 | 103,000 | 103,222 | 103,222 | 36,392 CHF | 37,424 CHF | 100.00% | 100.00% |
23/09/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 104,000 | 104,000 | 103,564 | 103,564 | 37,230 CHF | 38,266 CHF | 100.00% | 100.00% |
20/09/2024 | 3.22% | 0.34 CHF | 0.35 CHF | 103,000 | 103,000 | 101,616 | 101,616 | 31,240 CHF | 32,256 CHF | 100.00% | 100.00% |
19/09/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 101,000 | 101,000 | 101,087 | 101,087 | 29,451 CHF | 30,462 CHF | 98.11% | 98.11% |
18/09/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 102,000 | 102,000 | 101,182 | 101,182 | 29,772 CHF | 30,784 CHF | 99.19% | 99.19% |
12/09/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 99,000 | 99,000 | 98,956 | 98,956 | 22,400 CHF | 23,390 CHF | 99.99% | 99.99% |
11/09/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,160 | 100,160 | 26,721 CHF | 27,723 CHF | 100.00% | 100.00% |
10/09/2024 | 3.27% | 0.28 CHF | 0.29 CHF | 101,000 | 101,000 | 101,373 | 101,373 | 30,694 CHF | 31,708 CHF | 100.00% | 100.00% |
09/09/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 99,000 | 99,000 | 99,438 | 99,438 | 24,306 CHF | 25,300 CHF | 100.00% | 100.00% |