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 | 1.32% | 0.77 CHF | 0.78 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 143,027 CHF | 144,927 CHF | 100.00% | 100.00% |
24/09/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 142,191 CHF | 144,091 CHF | 100.00% | 100.00% |
23/09/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,148 CHF | 172,148 CHF | 100.00% | 100.00% |
20/09/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 195,022 | 195,022 | 161,851 CHF | 163,801 CHF | 100.00% | 100.00% |
19/09/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 190,000 | 190,000 | 191,969 | 191,969 | 154,504 CHF | 156,424 CHF | 98.11% | 98.11% |
18/09/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,759 CHF | 177,759 CHF | 99.19% | 99.19% |
12/09/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 202,343 CHF | 204,443 CHF | 99.99% | 99.99% |
11/09/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 220,000 | 220,000 | 213,601 | 213,601 | 208,931 CHF | 211,068 CHF | 100.00% | 100.00% |
10/09/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 220,000 | 220,000 | 214,228 | 214,228 | 209,643 CHF | 211,785 CHF | 99.75% | 99.75% |
09/09/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 200,763 CHF | 202,863 CHF | 100.00% | 100.00% |