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 | 0.77% | 1.30 CHF | 1.31 CHF | 230,000 | 230,000 | 229,685 | 229,685 | 298,110 CHF | 300,407 CHF | 100.00% | 100.00% |
24/09/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 235,000 | 235,000 | 231,173 | 231,173 | 298,166 CHF | 300,478 CHF | 100.00% | 100.00% |
23/09/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 242,329 | 242,329 | 327,735 CHF | 330,159 CHF | 100.00% | 100.00% |
20/09/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 245,000 | 245,000 | 242,441 | 242,441 | 328,549 CHF | 330,974 CHF | 100.00% | 100.00% |
19/09/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 230,000 | 230,000 | 227,346 | 227,346 | 288,787 CHF | 291,061 CHF | 98.09% | 98.09% |
18/09/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 235,000 | 235,000 | 234,026 | 234,026 | 302,349 CHF | 304,689 CHF | 99.19% | 99.19% |
12/09/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 245,000 | 245,000 | 238,513 | 238,513 | 314,603 CHF | 316,988 CHF | 99.99% | 99.99% |
11/09/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 240,000 | 240,000 | 241,629 | 241,629 | 318,891 CHF | 321,309 CHF | 100.00% | 100.00% |
10/09/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 245,000 | 245,000 | 242,108 | 242,108 | 320,577 CHF | 322,998 CHF | 99.02% | 99.02% |
09/09/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 240,000 | 240,000 | 240,785 | 240,785 | 318,900 CHF | 321,308 CHF | 100.00% | 100.00% |