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 | 1.94% | 0.52 CHF | 0.53 CHF | 315,000 | 315,000 | 109,055 | 109,055 | 56,898 CHF | 57,990 CHF | 99.89% | 99.89% |
24/09/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 315,000 | 315,000 | 109,427 | 109,427 | 55,987 CHF | 57,082 CHF | 100.00% | 100.00% |
23/09/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 315,000 | 315,000 | 107,734 | 107,734 | 57,137 CHF | 58,216 CHF | 100.00% | 100.00% |
20/09/2024 | 2.05% | 0.51 CHF | 0.52 CHF | 315,000 | 315,000 | 109,860 | 109,860 | 55,555 CHF | 56,655 CHF | 99.57% | 99.57% |
19/09/2024 | 2.27% | 0.52 CHF | 0.53 CHF | 315,000 | 315,000 | 112,653 | 112,653 | 54,367 CHF | 55,498 CHF | 97.57% | 97.57% |
18/09/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 335,000 | 335,000 | 116,906 | 116,906 | 45,131 CHF | 46,302 CHF | 99.18% | 99.18% |
12/09/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 355,000 | 355,000 | 122,809 | 122,809 | 33,992 CHF | 35,222 CHF | 99.98% | 99.98% |
11/09/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 365,000 | 365,000 | 124,666 | 124,666 | 30,093 CHF | 31,341 CHF | 99.90% | 99.90% |
10/09/2024 | 3.61% | 0.25 CHF | 0.26 CHF | 360,000 | 360,000 | 123,924 | 123,924 | 33,230 CHF | 34,471 CHF | 100.00% | 100.00% |
09/09/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 355,000 | 355,000 | 123,447 | 123,447 | 34,062 CHF | 35,298 CHF | 100.00% | 100.00% |