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 | 1.30% | 1.85 CHF | 1.86 CHF | 60,000 | 60,000 | 26,767 | 26,767 | 48,677 CHF | 49,160 CHF | 99.32% | 99.32% |
24/09/2024 | 1.35% | 1.78 CHF | 1.79 CHF | 60,000 | 60,000 | 26,745 | 26,745 | 46,669 CHF | 47,157 CHF | 99.40% | 99.40% |
23/09/2024 | 1.45% | 1.60 CHF | 1.61 CHF | 62,000 | 62,000 | 27,972 | 27,972 | 44,717 CHF | 45,225 CHF | 100.00% | 100.00% |
20/09/2024 | 1.45% | 1.62 CHF | 1.63 CHF | 62,000 | 62,000 | 28,003 | 28,003 | 44,766 CHF | 45,275 CHF | 100.00% | 100.00% |
19/09/2024 | 1.30% | 1.58 CHF | 1.59 CHF | 62,000 | 62,000 | 27,106 | 27,106 | 46,221 CHF | 46,698 CHF | 97.48% | 97.48% |
18/09/2024 | 1.25% | 1.85 CHF | 1.86 CHF | 60,000 | 60,000 | 25,292 | 25,292 | 48,759 CHF | 49,214 CHF | 100.00% | 100.00% |
12/09/2024 | 1.87% | 1.01 CHF | 1.02 CHF | 70,000 | 70,000 | 32,329 | 32,329 | 30,273 CHF | 30,762 CHF | 100.00% | 100.00% |
11/09/2024 | 1.71% | 1.00 CHF | 1.01 CHF | 72,000 | 72,000 | 31,882 | 31,882 | 32,815 CHF | 33,297 CHF | 99.90% | 99.90% |
10/09/2024 | 1.80% | 1.10 CHF | 1.11 CHF | 70,000 | 70,000 | 31,799 | 31,799 | 32,913 CHF | 33,397 CHF | 99.92% | 99.92% |
09/09/2024 | 2.75% | 0.80 CHF | 0.81 CHF | 76,000 | 76,000 | 34,874 | 34,874 | 24,267 CHF | 24,800 CHF | 99.90% | 99.90% |