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 | 2.21% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,440 CHF | 17,829 CHF | 99.51% | 99.51% |
24/09/2024 | 2.33% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,892 CHF | 18,314 CHF | 84.43% | 84.43% |
23/09/2024 | 2.05% | 0.76 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,978 CHF | 19,371 CHF | 100.00% | 100.00% |
20/09/2024 | 2.45% | 0.76 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,055 CHF | 18,502 CHF | 89.67% | 89.67% |
19/09/2024 | 2.43% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,476 CHF | 17,905 CHF | 99.34% | 99.34% |
18/09/2024 | 2.04% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,508 CHF | 18,891 CHF | 99.39% | 99.39% |
12/09/2024 | 2.12% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,741 CHF | 18,121 CHF | 98.41% | 98.41% |
11/09/2024 | 2.30% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,035 CHF | 18,454 CHF | 98.88% | 98.88% |
10/09/2024 | 2.17% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,253 CHF | 18,653 CHF | 100.00% | 100.00% |
09/09/2024 | 2.24% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,514 CHF | 18,932 CHF | 100.00% | 100.00% |