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 | 2.10% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 111,273 | 50,000 | 52,608 CHF | 24,162 CHF | 45.40% | 45.40% |
24/09/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 117,091 | 50,000 | 117,478 | 50,000 | 47,466 CHF | 20,703 CHF | 100.00% | 100.00% |
23/09/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 117,166 | 50,000 | 117,256 | 50,000 | 49,440 CHF | 21,583 CHF | 100.00% | 100.00% |
20/09/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 117,188 | 50,000 | 116,448 | 50,000 | 51,409 CHF | 22,575 CHF | 68.02% | 68.02% |
19/09/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 116,338 | 50,000 | 116,015 | 50,000 | 51,646 CHF | 22,759 CHF | 82.31% | 82.31% |
18/09/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 116,034 | 50,000 | 111,123 | 50,000 | 51,137 CHF | 23,518 CHF | 98.53% | 98.53% |
12/09/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,727 CHF | 26,363 CHF | 97.95% | 97.95% |
11/09/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,175 CHF | 27,088 CHF | 98.75% | 98.75% |
10/09/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,107 | 50,000 | 53,506 CHF | 27,785 CHF | 100.00% | 100.00% |
09/09/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 96,381 | 50,000 | 53,307 CHF | 28,167 CHF | 100.00% | 100.00% |