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 | 12.65% | 0.07 CHF | 0.08 CHF | 91,193 | 50,000 | 91,222 | 50,000 | 6,808 CHF | 4,231 CHF | 29.40% | 29.40% |
24/09/2024 | 10.35% | 0.10 CHF | 0.11 CHF | 92,006 | 50,000 | 91,981 | 50,000 | 8,459 CHF | 5,098 CHF | 100.00% | 100.00% |
23/09/2024 | 13.11% | 0.10 CHF | 0.11 CHF | 92,372 | 50,000 | 92,386 | 50,000 | 8,673 CHF | 5,316 CHF | 70.17% | 70.17% |
20/09/2024 | 19.75% | 0.06 CHF | 0.07 CHF | 90,795 | 50,000 | 90,758 | 50,000 | 5,721 CHF | 3,836 CHF | 89.67% | 89.67% |
19/09/2024 | 27.24% | 0.10 CHF | 0.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,890 CHF | 2,472 CHF | 93.15% | 93.15% |
18/09/2024 | 8.91% | 0.16 CHF | 0.17 CHF | 95,408 | 50,000 | 94,785 | 50,000 | 14,434 CHF | 8,322 CHF | 97.61% | 97.61% |
12/09/2024 | 12.56% | 0.11 CHF | 0.13 CHF | 93,805 | 50,000 | 93,532 | 50,000 | 10,159 CHF | 6,154 CHF | 97.85% | 97.85% |
11/09/2024 | 10.44% | 0.11 CHF | 0.12 CHF | 93,070 | 50,000 | 93,245 | 50,000 | 11,000 CHF | 6,541 CHF | 99.03% | 99.03% |
10/09/2024 | 11.74% | 0.12 CHF | 0.14 CHF | 93,583 | 50,000 | 93,064 | 50,000 | 10,475 CHF | 6,315 CHF | 96.77% | 96.77% |
09/09/2024 | 11.37% | 0.14 CHF | 0.15 CHF | 94,515 | 50,000 | 93,612 | 50,000 | 11,459 CHF | 6,853 CHF | 100.00% | 100.00% |