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 | 1.14% | 0.90 CHF | 0.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 17,464 CHF | 17,664 CHF | 98.60% | 98.60% |
24/09/2024 | 1.25% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,851 CHF | 16,051 CHF | 99.04% | 99.04% |
23/09/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,374 CHF | 15,574 CHF | 98.60% | 98.60% |
20/09/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,961 CHF | 14,161 CHF | 97.66% | 97.66% |
19/09/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,386 CHF | 13,586 CHF | 99.39% | 99.39% |
18/09/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 12,145 CHF | 12,345 CHF | 99.25% | 99.25% |
12/09/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,437 CHF | 14,637 CHF | 99.00% | 99.00% |
11/09/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 12,735 CHF | 12,935 CHF | 99.26% | 99.26% |
10/09/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,644 CHF | 13,844 CHF | 98.58% | 98.58% |
09/09/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,313 CHF | 13,513 CHF | 99.08% | 99.08% |