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 | 3.85% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,466 CHF | 53,466 CHF | 99.48% | 99.48% |
24/09/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,144 CHF | 69,144 CHF | 99.50% | 99.50% |
23/09/2024 | 7.48% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,239 CHF | 30,239 CHF | 99.24% | 99.24% |
20/09/2024 | 6.91% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,289 CHF | 30,289 CHF | 93.88% | 95.27% |
19/09/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,960 CHF | 107,960 CHF | 97.27% | 97.27% |
18/09/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 75,864 CHF | 77,864 CHF | 92.31% | 92.31% |
12/09/2024 | 4.21% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 46,779 CHF | 48,779 CHF | 99.44% | 99.44% |
11/09/2024 | 5.25% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 37,391 CHF | 39,391 CHF | 99.47% | 99.47% |
10/09/2024 | 3.68% | 0.20 CHF | 0.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,791 CHF | 62,791 CHF | 98.71% | 98.71% |
09/09/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 90,203 CHF | 92,203 CHF | 99.51% | 99.51% |