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 | 5.28% | 0.19 CHF | 0.20 CHF | 430,000 | 430,000 | 192,870 | 192,870 | 36,696 CHF | 38,633 CHF | 99.90% | 99.90% |
24/09/2024 | 5.44% | 0.19 CHF | 0.20 CHF | 450,000 | 450,000 | 202,266 | 202,266 | 37,002 CHF | 39,034 CHF | 100.00% | 100.00% |
23/09/2024 | 5.23% | 0.18 CHF | 0.19 CHF | 440,000 | 440,000 | 195,001 | 195,001 | 36,546 CHF | 38,504 CHF | 99.89% | 99.89% |
20/09/2024 | 5.30% | 0.18 CHF | 0.19 CHF | 440,000 | 440,000 | 194,824 | 194,824 | 36,910 CHF | 38,867 CHF | 100.00% | 100.00% |
19/09/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 440,000 | 440,000 | 196,839 | 196,839 | 42,094 CHF | 44,073 CHF | 98.06% | 98.06% |
18/09/2024 | 5.27% | 0.20 CHF | 0.21 CHF | 450,000 | 450,000 | 205,987 | 205,987 | 39,551 CHF | 41,620 CHF | 99.19% | 99.19% |
12/09/2024 | 7.62% | 0.14 CHF | 0.15 CHF | 570,000 | 570,000 | 255,844 | 255,844 | 33,768 CHF | 36,343 CHF | 100.00% | 100.00% |
11/09/2024 | 7.93% | 0.11 CHF | 0.12 CHF | 590,000 | 590,000 | 260,653 | 260,653 | 31,642 CHF | 34,259 CHF | 99.89% | 99.89% |
10/09/2024 | 7.64% | 0.13 CHF | 0.14 CHF | 570,000 | 570,000 | 260,452 | 260,452 | 33,830 CHF | 36,447 CHF | 100.00% | 100.00% |
09/09/2024 | 7.54% | 0.13 CHF | 0.14 CHF | 590,000 | 590,000 | 263,319 | 263,319 | 34,392 CHF | 37,036 CHF | 99.90% | 99.90% |