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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 727,958 CHF | 243,653 CHF | 99.23% | 99.23% |
25/09/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 738,598 CHF | 247,199 CHF | 98.09% | 98.09% |
24/09/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 725,733 CHF | 242,911 CHF | 95.79% | 95.79% |
23/09/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 729,514 CHF | 244,171 CHF | 98.46% | 98.46% |
20/09/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 720,894 CHF | 241,298 CHF | 99.14% | 99.14% |
19/09/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 726,939 CHF | 243,313 CHF | 99.02% | 99.02% |
18/09/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 729,341 CHF | 244,114 CHF | 94.07% | 94.07% |
12/09/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 741,337 CHF | 248,112 CHF | 95.24% | 95.24% |
11/09/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 745,858 CHF | 249,619 CHF | 95.17% | 95.17% |
10/09/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 760,858 CHF | 254,619 CHF | 88.75% | 88.75% |