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 | 5.68% | 0.18 CHF | 0.19 CHF | 510,000 | 510,000 | 177,305 | 177,305 | 31,190 CHF | 32,971 CHF | 99.89% | 99.89% |
24/09/2024 | 6.04% | 0.18 CHF | 0.19 CHF | 550,000 | 550,000 | 193,475 | 193,475 | 33,030 CHF | 34,974 CHF | 100.00% | 100.00% |
23/09/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 520,000 | 520,000 | 176,608 | 176,608 | 32,620 CHF | 34,394 CHF | 100.00% | 100.00% |
20/09/2024 | 6.09% | 0.17 CHF | 0.18 CHF | 550,000 | 550,000 | 194,128 | 194,128 | 33,354 CHF | 35,304 CHF | 99.57% | 99.57% |
19/09/2024 | 6.98% | 0.18 CHF | 0.19 CHF | 630,000 | 630,000 | 222,717 | 222,717 | 35,869 CHF | 38,112 CHF | 97.31% | 97.31% |
18/09/2024 | 8.83% | 0.12 CHF | 0.13 CHF | 670,000 | 670,000 | 233,152 | 233,152 | 26,706 CHF | 29,048 CHF | 99.19% | 99.19% |
12/09/2024 | 13.10% | 0.07 CHF | 0.08 CHF | 710,000 | 710,000 | 244,601 | 244,601 | 17,697 CHF | 20,158 CHF | 99.98% | 99.98% |
11/09/2024 | 14.41% | 0.06 CHF | 0.07 CHF | 730,000 | 730,000 | 248,505 | 248,505 | 15,978 CHF | 18,474 CHF | 99.90% | 99.90% |
10/09/2024 | 12.91% | 0.07 CHF | 0.08 CHF | 720,000 | 720,000 | 246,950 | 246,950 | 17,573 CHF | 20,054 CHF | 100.00% | 100.00% |
09/09/2024 | 13.13% | 0.07 CHF | 0.08 CHF | 710,000 | 710,000 | 245,712 | 245,712 | 18,725 CHF | 21,193 CHF | 100.00% | 100.00% |