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 | 0.47% | 32.20 % | 32.35 % | 500,000 | 100,000 | 500,000 | 100,000 | 157,817 CHF | 31,713 CHF | 99.38% | 99.38% |
24/09/2024 | 0.48% | 30.65 % | 30.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 155,654 CHF | 31,281 CHF | 99.38% | 99.38% |
23/09/2024 | 0.55% | 27.60 % | 27.75 % | 500,000 | 100,000 | 500,000 | 100,000 | 136,474 CHF | 27,445 CHF | 99.38% | 99.38% |
20/09/2024 | 0.54% | 27.35 % | 27.50 % | 500,000 | 100,000 | 500,000 | 100,000 | 138,318 CHF | 27,814 CHF | 99.38% | 99.38% |
19/09/2024 | 0.52% | 28.40 % | 28.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 142,537 CHF | 28,657 CHF | 99.37% | 99.37% |
18/09/2024 | 0.56% | 27.20 % | 27.35 % | 500,000 | 100,000 | 500,000 | 100,000 | 134,663 CHF | 27,083 CHF | 99.38% | 99.38% |
12/09/2024 | 0.56% | 26.30 % | 26.45 % | 500,000 | 100,000 | 500,000 | 100,000 | 132,553 CHF | 26,661 CHF | 99.30% | 99.30% |
11/09/2024 | 0.58% | 25.70 % | 25.85 % | 500,000 | 100,000 | 500,000 | 100,000 | 130,058 CHF | 26,162 CHF | 99.38% | 99.38% |
10/09/2024 | 0.57% | 25.40 % | 25.55 % | 500,000 | 100,000 | 500,000 | 100,000 | 131,915 CHF | 26,533 CHF | 99.23% | 99.23% |
09/09/2024 | 0.54% | 27.25 % | 27.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 138,313 CHF | 27,813 CHF | 99.17% | 99.17% |