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 | 1.42% | 0.69 CHF | 0.70 CHF | 52,000 | 52,000 | 50,646 | 50,646 | 35,388 CHF | 35,894 CHF | 100.00% | 100.00% |
24/09/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 52,000 | 52,000 | 50,830 | 50,830 | 33,844 CHF | 34,352 CHF | 100.00% | 100.00% |
23/09/2024 | 2.82% | 0.41 CHF | 0.42 CHF | 55,000 | 55,000 | 54,233 | 54,233 | 19,062 CHF | 19,604 CHF | 100.00% | 100.00% |
20/09/2024 | 2.25% | 0.40 CHF | 0.41 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 23,565 CHF | 24,101 CHF | 100.00% | 100.00% |
19/09/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 54,000 | 54,000 | 52,738 | 52,738 | 27,652 CHF | 28,179 CHF | 98.11% | 98.11% |
18/09/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 56,000 | 56,000 | 55,154 | 55,154 | 18,434 CHF | 18,985 CHF | 99.19% | 99.19% |
12/09/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 57,000 | 57,000 | 55,515 | 55,515 | 17,291 CHF | 17,846 CHF | 99.99% | 99.99% |
11/09/2024 | 5.03% | 0.21 CHF | 0.22 CHF | 58,000 | 58,000 | 57,052 | 57,052 | 11,101 CHF | 11,672 CHF | 100.00% | 100.00% |
10/09/2024 | 7.89% | 0.12 CHF | 0.13 CHF | 59,000 | 59,000 | 57,661 | 57,661 | 7,095 CHF | 7,672 CHF | 99.75% | 99.75% |
09/09/2024 | 6.65% | 0.14 CHF | 0.16 CHF | 59,000 | 59,000 | 57,463 | 57,463 | 8,370 CHF | 8,944 CHF | 100.00% | 100.00% |