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 | 2.67% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 139,709 | 100,000 | 51,636 CHF | 37,967 CHF | 97.07% | 97.07% |
24/09/2024 | 2.50% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 132,032 | 100,000 | 52,119 CHF | 40,502 CHF | 100.00% | 100.00% |
23/09/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 131,854 | 100,000 | 51,490 CHF | 40,068 CHF | 100.00% | 100.00% |
20/09/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 131,229 | 100,000 | 52,335 CHF | 40,908 CHF | 89.66% | 89.66% |
19/09/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 112,873 | 100,000 | 52,192 CHF | 47,286 CHF | 99.18% | 99.18% |
18/09/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 119,908 | 100,000 | 52,738 CHF | 44,985 CHF | 98.09% | 98.09% |
12/09/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 108,736 | 100,000 | 53,118 CHF | 49,863 CHF | 98.41% | 98.41% |
11/09/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,032 | 100,000 | 51,639 CHF | 44,022 CHF | 97.66% | 97.66% |
10/09/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 125,860 | 100,000 | 52,021 CHF | 42,373 CHF | 100.00% | 100.00% |
09/09/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 127,396 | 100,000 | 52,228 CHF | 42,016 CHF | 100.00% | 100.00% |