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 | 2.83% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,999 CHF | 71,999 CHF | 99.48% | 99.48% |
24/09/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 85,585 CHF | 87,585 CHF | 99.48% | 99.48% |
23/09/2024 | 4.33% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 46,693 CHF | 48,693 CHF | 99.24% | 99.24% |
20/09/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 46,537 CHF | 48,537 CHF | 95.27% | 95.27% |
19/09/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 124,159 CHF | 126,159 CHF | 99.50% | 99.50% |
18/09/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,753 CHF | 96,753 CHF | 82.63% | 82.63% |
12/09/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,120 CHF | 67,120 CHF | 99.43% | 99.43% |
11/09/2024 | 3.55% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,600 CHF | 57,600 CHF | 99.48% | 99.48% |
10/09/2024 | 2.69% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 79,012 CHF | 81,012 CHF | 98.71% | 98.71% |
09/09/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 108,447 CHF | 110,447 CHF | 99.50% | 99.50% |