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 | 2.64% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 139,775 | 100,000 | 52,262 CHF | 38,434 CHF | 95.07% | 95.07% |
24/09/2024 | 2.51% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 132,282 | 100,000 | 52,116 CHF | 40,424 CHF | 100.00% | 100.00% |
23/09/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 138,343 | 100,000 | 51,819 CHF | 38,482 CHF | 100.00% | 100.00% |
20/09/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 122,234 | 100,000 | 51,560 CHF | 43,204 CHF | 90.17% | 90.17% |
19/09/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,952 | 100,000 | 53,441 CHF | 45,552 CHF | 99.39% | 99.39% |
18/09/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 135,954 | 100,000 | 51,870 CHF | 39,178 CHF | 96.59% | 96.59% |
12/09/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 167,923 | 100,000 | 51,778 CHF | 31,849 CHF | 97.95% | 97.95% |
11/09/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 169,301 | 100,000 | 51,822 CHF | 31,615 CHF | 98.75% | 98.75% |
10/09/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 154,645 | 100,000 | 51,744 CHF | 34,578 CHF | 100.00% | 100.00% |
09/09/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 140,981 | 100,000 | 50,732 CHF | 36,992 CHF | 100.00% | 100.00% |