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 | 1.29% | 0.73 CHF | 0.74 CHF | 184,000 | 184,000 | 84,412 | 84,412 | 65,100 CHF | 65,946 CHF | 97.39% | 97.39% |
24/09/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 184,000 | 184,000 | 82,684 | 82,616 | 63,068 CHF | 63,850 CHF | 99.42% | 99.42% |
23/09/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 196,000 | 196,000 | 87,968 | 87,968 | 86,823 CHF | 87,704 CHF | 99.90% | 99.90% |
20/09/2024 | 1.01% | 1.05 CHF | 1.06 CHF | 200,000 | 200,000 | 89,059 | 89,059 | 90,344 CHF | 91,236 CHF | 100.00% | 100.00% |
19/09/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 90,292 | 90,292 | 96,545 CHF | 97,450 CHF | 97.00% | 97.00% |
18/09/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 220,000 | 220,000 | 92,841 | 92,841 | 110,513 CHF | 111,443 CHF | 99.98% | 99.98% |
12/09/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 89,515 | 89,515 | 105,615 CHF | 106,512 CHF | 100.00% | 100.00% |
11/09/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 96,516 | 96,516 | 119,018 CHF | 119,985 CHF | 99.89% | 99.89% |
10/09/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 220,000 | 220,000 | 98,375 | 98,375 | 122,397 CHF | 123,383 CHF | 99.97% | 99.97% |
09/09/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 220,000 | 220,000 | 98,022 | 98,022 | 134,103 CHF | 135,089 CHF | 99.82% | 99.82% |