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 | 0.21% | 4.99 CHF | 5.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,108 CHF | 73,258 CHF | 98.40% | 98.40% |
24/09/2024 | 0.22% | 4.36 CHF | 4.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 68,138 CHF | 68,288 CHF | 99.05% | 99.05% |
23/09/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 66,733 CHF | 66,883 CHF | 98.59% | 98.59% |
20/09/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 62,557 CHF | 62,707 CHF | 97.65% | 97.65% |
19/09/2024 | 0.25% | 4.14 CHF | 4.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 60,740 CHF | 60,890 CHF | 99.38% | 99.38% |
18/09/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 56,893 CHF | 57,043 CHF | 99.25% | 99.25% |
12/09/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,790 CHF | 63,940 CHF | 99.01% | 99.01% |
11/09/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,514 CHF | 58,664 CHF | 99.26% | 99.26% |
10/09/2024 | 0.24% | 4.01 CHF | 4.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,234 CHF | 61,384 CHF | 98.59% | 98.59% |
09/09/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 60,302 CHF | 60,452 CHF | 99.09% | 99.09% |