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 | 1.36% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,724 CHF | 147,724 CHF | 99.48% | 99.48% |
24/09/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,952 CHF | 162,952 CHF | 99.50% | 99.50% |
23/09/2024 | 1.63% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,067 CHF | 124,067 CHF | 99.51% | 99.51% |
20/09/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,104 CHF | 124,104 CHF | 95.27% | 95.27% |
19/09/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 199,504 CHF | 201,504 CHF | 99.50% | 99.50% |
18/09/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,086 CHF | 171,086 CHF | 92.30% | 92.30% |
12/09/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 140,087 CHF | 142,087 CHF | 99.45% | 99.45% |
11/09/2024 | 1.53% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 130,030 CHF | 132,030 CHF | 99.47% | 99.47% |
10/09/2024 | 1.32% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 153,461 CHF | 155,461 CHF | 98.71% | 98.71% |
09/09/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,016 CHF | 185,016 CHF | 99.50% | 99.50% |