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 | 14.19% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 782,933 | 260,978 | 51,384 CHF | 19,738 CHF | 99.14% | 99.14% |
24/09/2024 | 17.24% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 885,583 | 295,194 | 47,195 CHF | 18,683 CHF | 99.17% | 99.17% |
23/09/2024 | 17.65% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 46,860 CHF | 18,620 CHF | 99.16% | 99.16% |
20/09/2024 | 16.37% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 50,822 CHF | 19,941 CHF | 99.16% | 99.16% |
19/09/2024 | 14.61% | 0.06 CHF | 0.07 CHF | 900,000 | 300,000 | 899,966 | 299,989 | 57,402 CHF | 22,134 CHF | 99.15% | 99.15% |
18/09/2024 | 12.63% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 805,223 | 268,408 | 61,864 CHF | 23,305 CHF | 98.70% | 98.70% |
12/09/2024 | 8.85% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 634,388 | 211,463 | 68,635 CHF | 24,993 CHF | 99.16% | 99.16% |
11/09/2024 | 9.19% | 0.11 CHF | 0.12 CHF | 600,000 | 200,000 | 656,924 | 218,975 | 68,101 CHF | 24,890 CHF | 99.16% | 99.16% |
10/09/2024 | 8.46% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 68,293 CHF | 24,764 CHF | 98.73% | 98.73% |
09/09/2024 | 8.38% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 68,704 CHF | 24,901 CHF | 99.16% | 99.16% |