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 | 1.02% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,438 CHF | 197,438 CHF | 99.48% | 99.48% |
24/09/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 210,425 CHF | 212,425 CHF | 99.50% | 99.50% |
23/09/2024 | 1.16% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,572 CHF | 173,572 CHF | 99.51% | 99.51% |
20/09/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 171,712 CHF | 173,712 CHF | 95.27% | 95.27% |
19/09/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 248,967 CHF | 250,967 CHF | 99.50% | 99.50% |
18/09/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 218,249 CHF | 220,249 CHF | 92.45% | 92.45% |
12/09/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 189,306 CHF | 191,306 CHF | 99.49% | 99.49% |
11/09/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,890 CHF | 180,890 CHF | 99.48% | 99.48% |
10/09/2024 | 0.99% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,344 CHF | 204,344 CHF | 98.72% | 98.72% |
09/09/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 231,970 CHF | 233,970 CHF | 99.50% | 99.50% |