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 | 0.76% | 1.32 CHF | 1.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 785,464 CHF | 263,821 CHF | 83.74% | 83.74% |
24/09/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 772,472 CHF | 259,491 CHF | 85.56% | 85.56% |
23/09/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 742,101 CHF | 249,367 CHF | 85.42% | 85.42% |
20/09/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 744,204 CHF | 250,068 CHF | 94.47% | 94.47% |
19/09/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 821,071 CHF | 275,690 CHF | 87.78% | 87.78% |
18/09/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 762,810 CHF | 256,270 CHF | 74.76% | 74.76% |
12/09/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 726,900 CHF | 244,300 CHF | 89.16% | 89.16% |
11/09/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 662,571 CHF | 222,857 CHF | 90.60% | 90.60% |
10/09/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 656,121 CHF | 220,707 CHF | 80.48% | 80.48% |
09/09/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 668,865 CHF | 224,955 CHF | 96.99% | 96.99% |