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 | 0.74% | 2.07 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,890 CHF | 103,652 CHF | 99.27% | 99.27% |
24/09/2024 | 0.69% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,943 CHF | 98,622 CHF | 100.00% | 100.00% |
23/09/2024 | 0.76% | 1.92 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,339 CHF | 98,080 CHF | 100.00% | 100.00% |
20/09/2024 | 0.74% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,004 CHF | 102,765 CHF | 83.75% | 83.75% |
19/09/2024 | 1.23% | 2.09 CHF | 2.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,085 CHF | 52,730 CHF | 99.34% | 99.34% |
18/09/2024 | 1.18% | 2.05 CHF | 2.08 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 26,003 CHF | 26,311 CHF | 97.77% | 97.77% |
12/09/2024 | 0.63% | 2.23 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,850 CHF | 56,061 CHF | 97.86% | 97.86% |
11/09/2024 | 0.62% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,343 CHF | 108,014 CHF | 99.03% | 99.03% |
10/09/2024 | 0.77% | 2.12 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,272 CHF | 52,296 CHF | 100.00% | 100.00% |
09/09/2024 | 0.64% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,813 CHF | 110,520 CHF | 100.00% | 100.00% |