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 | 1.26% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,516 CHF | 40,016 CHF | 99.49% | 99.49% |
24/09/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,692 CHF | 43,192 CHF | 100.00% | 100.00% |
23/09/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,918 CHF | 42,418 CHF | 100.00% | 100.00% |
20/09/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,820 CHF | 41,320 CHF | 90.17% | 90.17% |
19/09/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,733 CHF | 41,233 CHF | 99.39% | 99.39% |
18/09/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,173 CHF | 40,673 CHF | 98.53% | 98.53% |
12/09/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,513 CHF | 38,013 CHF | 97.95% | 97.95% |
11/09/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,847 CHF | 37,347 CHF | 98.75% | 98.75% |
10/09/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,215 CHF | 36,715 CHF | 100.00% | 100.00% |
09/09/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,833 CHF | 36,333 CHF | 100.00% | 100.00% |