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 | 5.07% | 0.18 CHF | 0.19 CHF | 215,499 | 50,000 | 208,534 | 50,000 | 40,084 CHF | 10,116 CHF | 99.49% | 99.49% |
24/09/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 207,314 | 50,000 | 210,836 | 50,000 | 40,522 CHF | 10,112 CHF | 100.00% | 100.00% |
23/09/2024 | 5.18% | 0.19 CHF | 0.20 CHF | 211,381 | 50,000 | 218,491 | 50,000 | 41,073 CHF | 9,903 CHF | 100.00% | 100.00% |
20/09/2024 | 4.69% | 0.19 CHF | 0.20 CHF | 211,375 | 50,000 | 202,301 | 50,000 | 42,099 CHF | 10,911 CHF | 89.66% | 89.66% |
19/09/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 192,994 | 50,000 | 187,180 | 50,000 | 43,509 CHF | 12,122 CHF | 99.34% | 99.34% |
18/09/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 198,709 | 50,000 | 194,006 | 50,000 | 42,932 CHF | 11,566 CHF | 99.39% | 99.39% |
12/09/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 195,104 | 50,000 | 188,303 | 50,000 | 45,765 CHF | 12,659 CHF | 98.41% | 98.41% |
11/09/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 194,416 | 50,000 | 191,971 | 50,000 | 45,477 CHF | 12,348 CHF | 98.88% | 98.88% |
10/09/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 193,769 | 50,000 | 186,798 | 50,000 | 46,578 CHF | 12,972 CHF | 100.00% | 100.00% |
09/09/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 184,177 | 50,000 | 188,332 | 50,000 | 46,563 CHF | 12,864 CHF | 100.00% | 100.00% |