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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/09/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,763 CHF | 59,763 CHF | 95.09% | 95.09% |
19/09/2024 | 1.77% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 103,502 | 103,503 | 57,895 CHF | 58,931 CHF | 99.54% | 99.54% |
18/09/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 149,902 | 149,901 | 55,157 CHF | 56,656 CHF | 100.00% | 100.00% |
12/09/2024 | 3.98% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 213,193 | 213,193 | 52,541 CHF | 54,673 CHF | 100.00% | 100.00% |
11/09/2024 | 4.45% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 238,669 | 238,666 | 52,464 CHF | 54,850 CHF | 100.00% | 100.00% |
10/09/2024 | 4.37% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 234,126 | 234,124 | 52,353 CHF | 54,694 CHF | 99.77% | 99.77% |
09/09/2024 | 5.33% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 290,081 | 290,082 | 53,004 CHF | 55,905 CHF | 99.72% | 99.72% |
06/09/2024 | 4.94% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 263,149 | 263,153 | 51,928 CHF | 54,560 CHF | 90.97% | 90.97% |
05/09/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 224,738 | 224,738 | 52,420 CHF | 54,668 CHF | 99.83% | 99.83% |