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 | 0.56% | 1.79 CHF | 1.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,188 CHF | 180,396 CHF | 99.36% | 99.36% |
24/09/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 542,317 CHF | 181,772 CHF | 99.38% | 99.38% |
23/09/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 561,571 CHF | 188,190 CHF | 98.76% | 98.76% |
20/09/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 549,057 CHF | 184,019 CHF | 99.37% | 99.37% |
19/09/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 562,364 CHF | 188,455 CHF | 99.37% | 99.37% |
18/09/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 556,751 CHF | 186,584 CHF | 99.37% | 99.37% |
12/09/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 521,208 CHF | 174,736 CHF | 84.64% | 84.64% |
11/09/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,287 CHF | 173,096 CHF | 99.37% | 99.37% |
10/09/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 536,379 CHF | 179,793 CHF | 99.38% | 99.38% |
09/09/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 519,725 CHF | 174,242 CHF | 99.38% | 99.38% |