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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/09/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 222,561 CHF | 75,187 CHF | 97.37% | 97.37% |
19/09/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 299,946 | 99,982 | 209,879 CHF | 70,960 CHF | 98.23% | 98.23% |
18/09/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,040 CHF | 85,680 CHF | 94.43% | 94.43% |
12/09/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 244,256 CHF | 82,419 CHF | 90.58% | 90.58% |
11/09/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,507 CHF | 74,836 CHF | 93.59% | 93.59% |
10/09/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 216,639 CHF | 73,213 CHF | 94.59% | 94.59% |
09/09/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 219,176 CHF | 74,059 CHF | 92.09% | 92.09% |
06/09/2024 | 1.31% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,406 CHF | 76,802 CHF | 95.06% | 95.06% |
05/09/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,802 CHF | 79,934 CHF | 96.03% | 96.03% |