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 | 1.89% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,383 CHF | 53,383 CHF | 97.24% | 97.24% |
24/09/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,363 CHF | 55,363 CHF | 100.00% | 100.00% |
23/09/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,401 CHF | 53,401 CHF | 100.00% | 100.00% |
20/09/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,145 CHF | 58,145 CHF | 90.17% | 90.17% |
19/09/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,520 CHF | 60,520 CHF | 99.39% | 99.39% |
18/09/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,092 CHF | 54,092 CHF | 96.59% | 96.59% |
12/09/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 113,983 | 100,000 | 52,164 CHF | 46,792 CHF | 97.95% | 97.95% |
11/09/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 115,036 | 100,000 | 52,383 CHF | 46,560 CHF | 98.75% | 98.75% |
10/09/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 107,731 | 100,000 | 52,132 CHF | 49,495 CHF | 99.91% | 99.91% |
09/09/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,852 CHF | 51,852 CHF | 96.97% | 96.97% |