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 | 0.71% | 1.41 CHF | 1.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 281,846 CHF | 283,846 CHF | 98.87% | 98.87% |
24/09/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,300 CHF | 282,300 CHF | 99.58% | 99.58% |
23/09/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 274,529 CHF | 276,529 CHF | 99.81% | 99.81% |
20/09/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,173 CHF | 272,173 CHF | 98.09% | 98.09% |
19/09/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,245 CHF | 262,246 CHF | 99.81% | 99.81% |
18/09/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 243,521 CHF | 245,521 CHF | 99.81% | 99.81% |
12/09/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,041 CHF | 244,041 CHF | 99.81% | 99.81% |
11/09/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 226,663 CHF | 228,663 CHF | 99.81% | 99.81% |
10/09/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 230,247 CHF | 232,247 CHF | 98.58% | 98.58% |
09/09/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 232,388 CHF | 234,388 CHF | 99.23% | 99.23% |