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 | 1.78% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 334,084 CHF | 113,361 CHF | 84.02% | 84.02% |
24/09/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 329,453 CHF | 111,818 CHF | 91.63% | 91.63% |
23/09/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 336,889 CHF | 114,296 CHF | 91.84% | 91.84% |
20/09/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 344,455 CHF | 116,818 CHF | 92.81% | 92.81% |
19/09/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,902 CHF | 130,634 CHF | 96.57% | 96.57% |
18/09/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 385,278 CHF | 130,426 CHF | 91.76% | 91.76% |
12/09/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,329 CHF | 123,776 CHF | 96.17% | 96.17% |
11/09/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 365,496 CHF | 123,832 CHF | 94.02% | 94.02% |
10/09/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 354,473 CHF | 120,158 CHF | 93.56% | 93.56% |
09/09/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 347,790 CHF | 117,930 CHF | 93.30% | 93.30% |