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 | 1.34% | 0.74 CHF | 0.75 CHF | 87,000 | 87,000 | 84,681 | 84,681 | 62,919 CHF | 63,765 CHF | 100.00% | 100.00% |
24/09/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 87,000 | 87,000 | 84,733 | 84,733 | 63,611 CHF | 64,459 CHF | 100.00% | 100.00% |
23/09/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 91,000 | 91,000 | 89,880 | 89,880 | 78,176 CHF | 79,074 CHF | 100.00% | 100.00% |
20/09/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 93,000 | 93,000 | 89,015 | 89,015 | 76,011 CHF | 76,901 CHF | 100.00% | 100.00% |
19/09/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 91,000 | 91,000 | 87,208 | 87,208 | 68,899 CHF | 69,771 CHF | 97.88% | 97.88% |
18/09/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 93,000 | 93,000 | 91,246 | 91,246 | 79,169 CHF | 80,081 CHF | 99.19% | 99.19% |
12/09/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 95,000 | 95,000 | 92,586 | 92,586 | 83,265 CHF | 84,191 CHF | 100.00% | 100.00% |
11/09/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 99,000 | 99,000 | 94,744 | 94,744 | 87,750 CHF | 88,698 CHF | 100.00% | 100.00% |
10/09/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 99,000 | 99,000 | 94,688 | 94,688 | 87,520 CHF | 88,467 CHF | 99.75% | 99.75% |
09/09/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 97,000 | 97,000 | 93,654 | 93,654 | 84,665 CHF | 85,602 CHF | 100.00% | 100.00% |