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 | 7.45% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 399,954 | 399,954 | 51,700 CHF | 55,700 CHF | 99.35% | 99.35% |
24/09/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 338,319 | 338,319 | 52,448 CHF | 55,831 CHF | 99.67% | 99.67% |
23/09/2024 | 6.95% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 373,374 | 373,374 | 51,855 CHF | 55,589 CHF | 99.19% | 99.19% |
20/09/2024 | 4.72% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,854 | 251,854 | 52,193 CHF | 54,712 CHF | 98.27% | 98.27% |
19/09/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,090 | 250,090 | 50,280 CHF | 52,781 CHF | 100.00% | 100.00% |
18/09/2024 | 5.21% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 282,565 | 282,565 | 52,804 CHF | 55,630 CHF | 99.86% | 99.86% |
12/09/2024 | 5.46% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 298,464 | 298,464 | 53,217 CHF | 56,202 CHF | 99.66% | 99.66% |
11/09/2024 | 6.48% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 352,483 | 352,483 | 52,614 CHF | 56,138 CHF | 99.80% | 99.80% |
10/09/2024 | 6.12% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 328,741 | 328,741 | 52,039 CHF | 55,326 CHF | 99.15% | 99.15% |
09/09/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 329,927 | 329,927 | 52,136 CHF | 55,435 CHF | 99.68% | 99.68% |