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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/09/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 191,360 CHF | 43,024 CHF | 26.52% | 26.52% |
19/09/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 199,255 CHF | 44,779 CHF | 99.15% | 99.15% |
18/09/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 197,655 CHF | 44,423 CHF | 99.17% | 99.17% |
12/09/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 216,462 CHF | 48,603 CHF | 99.16% | 99.16% |
11/09/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 210,924 CHF | 47,372 CHF | 99.16% | 99.16% |
10/09/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 206,378 CHF | 46,362 CHF | 98.73% | 98.73% |
09/09/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 203,837 CHF | 45,797 CHF | 99.16% | 99.16% |
06/09/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 203,535 CHF | 45,730 CHF | 99.16% | 99.16% |
05/09/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 225,000 | 50,000 | 225,000 | 50,000 | 198,546 CHF | 44,621 CHF | 99.16% | 99.16% |