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 | 2.85% | 0.36 CHF | 0.37 CHF | 175,000 | 175,000 | 190,322 | 190,321 | 65,661 CHF | 67,563 CHF | 99.89% | 99.89% |
24/09/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 177,961 | 177,959 | 64,499 CHF | 66,278 CHF | 100.00% | 100.00% |
23/09/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 66,025 CHF | 67,775 CHF | 100.00% | 100.00% |
20/09/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 175,000 | 175,000 | 175,780 | 175,781 | 63,267 CHF | 65,025 CHF | 99.88% | 99.88% |
19/09/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 175,000 | 175,000 | 177,377 | 177,376 | 65,164 CHF | 66,937 CHF | 100.00% | 100.00% |
18/09/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 179,348 | 179,350 | 65,008 CHF | 66,802 CHF | 100.00% | 100.00% |
12/09/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,712 CHF | 67,712 CHF | 100.00% | 100.00% |
11/09/2024 | 3.04% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 64,974 CHF | 66,974 CHF | 100.00% | 100.00% |
10/09/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,068 CHF | 71,068 CHF | 99.80% | 99.80% |
09/09/2024 | 2.81% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,084 CHF | 72,084 CHF | 99.60% | 99.60% |