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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/10/2024 | 7.01% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 82,923 CHF | 29,641 CHF | 98.11% | 98.94% |
02/10/2024 | 7.01% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 82,989 CHF | 29,663 CHF | 99.23% | 99.23% |
01/10/2024 | 4.22% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 141,433 CHF | 49,144 CHF | 99.22% | 99.22% |
30/09/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,900 CHF | 54,300 CHF | 99.22% | 99.22% |
27/09/2024 | 3.19% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,780 CHF | 63,927 CHF | 99.05% | 99.05% |
26/09/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,661 CHF | 66,220 CHF | 99.23% | 99.23% |
25/09/2024 | 3.97% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,513 CHF | 51,504 CHF | 99.23% | 99.23% |
24/09/2024 | 4.51% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 130,220 CHF | 45,407 CHF | 98.82% | 98.82% |
23/09/2024 | 3.70% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 159,949 CHF | 55,317 CHF | 99.22% | 99.22% |
20/09/2024 | 3.67% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,543 CHF | 55,514 CHF | 98.89% | 98.89% |