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 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,069 CHF | 88,569 CHF | 98.76% | 98.76% |
24/09/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,560 CHF | 87,060 CHF | 99.55% | 99.55% |
23/09/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,011 CHF | 87,511 CHF | 100.00% | 100.00% |
20/09/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,553 CHF | 87,053 CHF | 98.31% | 98.31% |
19/09/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,173 CHF | 86,673 CHF | 99.53% | 99.53% |
18/09/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,008 CHF | 84,508 CHF | 100.00% | 100.00% |
12/09/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,491 CHF | 81,991 CHF | 100.00% | 100.00% |
11/09/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,222 CHF | 80,722 CHF | 100.00% | 100.00% |
10/09/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,758 CHF | 80,258 CHF | 99.77% | 99.77% |
09/09/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,342 CHF | 79,842 CHF | 99.72% | 99.72% |