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 | 1.56% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,256 CHF | 78,467 CHF | 96.26% | 96.26% |
24/09/2024 | 1.58% | 0.73 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,761 CHF | 75,950 CHF | 100.00% | 100.00% |
23/09/2024 | 1.79% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,613 CHF | 69,854 CHF | 100.00% | 100.00% |
20/09/2024 | 1.65% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,610 CHF | 76,864 CHF | 89.67% | 89.67% |
19/09/2024 | 1.44% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,291 CHF | 85,515 CHF | 99.34% | 99.34% |
18/09/2024 | 1.45% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,928 CHF | 80,077 CHF | 98.81% | 98.81% |
12/09/2024 | 2.11% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,525 | 100,000 | 54,157 CHF | 55,047 CHF | 98.39% | 98.39% |
11/09/2024 | 2.21% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 101,341 | 100,000 | 53,699 CHF | 54,227 CHF | 98.88% | 98.88% |
10/09/2024 | 2.17% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,024 | 100,000 | 54,891 CHF | 56,079 CHF | 100.00% | 100.00% |
09/09/2024 | 2.13% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,011 | 100,000 | 51,744 CHF | 52,853 CHF | 100.00% | 100.00% |