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 | 9.09% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 486,828 | 486,828 | 51,179 CHF | 56,047 CHF | 99.35% | 99.35% |
24/09/2024 | 10.15% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 543,313 | 382,296 | 50,774 CHF | 40,068 CHF | 99.67% | 99.67% |
23/09/2024 | 9.64% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 514,932 | 450,601 | 50,836 CHF | 49,767 CHF | 99.20% | 99.20% |
20/09/2024 | 13.35% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 725,280 | 375,140 | 50,721 CHF | 29,989 CHF | 98.25% | 98.25% |
19/09/2024 | 12.52% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 677,824 | 351,366 | 50,732 CHF | 29,812 CHF | 100.00% | 100.00% |
18/09/2024 | 11.37% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 610,362 | 310,362 | 50,662 CHF | 28,851 CHF | 99.85% | 99.85% |
12/09/2024 | 9.34% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 493,249 | 493,249 | 50,354 CHF | 55,287 CHF | 99.64% | 99.64% |
11/09/2024 | 7.99% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 424,338 | 424,338 | 50,997 CHF | 55,240 CHF | 99.80% | 99.80% |
10/09/2024 | 8.47% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 458,536 | 458,536 | 51,836 CHF | 56,422 CHF | 99.14% | 99.14% |
09/09/2024 | 8.31% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 448,581 | 448,581 | 51,699 CHF | 56,185 CHF | 99.62% | 99.62% |