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 | 0.85% | 2.36 CHF | 2.38 CHF | 51,000 | 51,000 | 51,047 | 51,047 | 119,612 CHF | 120,633 CHF | 100.00% | 100.00% |
24/09/2024 | 0.89% | 2.27 CHF | 2.29 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 116,615 CHF | 117,655 CHF | 100.00% | 100.00% |
23/09/2024 | 0.89% | 2.21 CHF | 2.23 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 116,023 CHF | 117,063 CHF | 100.00% | 100.00% |
20/09/2024 | 0.85% | 2.27 CHF | 2.29 CHF | 52,000 | 52,000 | 50,958 | 50,958 | 119,324 CHF | 120,343 CHF | 100.00% | 100.00% |
19/09/2024 | 0.84% | 2.38 CHF | 2.40 CHF | 51,000 | 51,000 | 50,954 | 50,954 | 121,029 CHF | 122,048 CHF | 98.11% | 98.11% |
18/09/2024 | 0.84% | 2.34 CHF | 2.36 CHF | 51,000 | 51,000 | 50,995 | 50,995 | 120,903 CHF | 121,923 CHF | 99.19% | 99.19% |
12/09/2024 | 0.79% | 2.51 CHF | 2.53 CHF | 50,000 | 50,000 | 49,956 | 49,956 | 125,745 CHF | 126,744 CHF | 100.00% | 100.00% |
11/09/2024 | 0.82% | 2.45 CHF | 2.47 CHF | 50,000 | 50,000 | 50,265 | 50,265 | 122,340 CHF | 123,346 CHF | 100.00% | 100.00% |
10/09/2024 | 0.84% | 2.41 CHF | 2.43 CHF | 51,000 | 51,000 | 50,814 | 50,814 | 120,043 CHF | 121,059 CHF | 100.00% | 100.00% |
09/09/2024 | 0.80% | 2.50 CHF | 2.52 CHF | 50,000 | 50,000 | 49,997 | 49,997 | 124,165 CHF | 125,165 CHF | 100.00% | 100.00% |