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 | 18.18% | 0.03 CHF | 0.03 CHF | 908,400 | 908,400 | 908,400 | 908,400 | 22,710 CHF | 27,252 CHF | 100.00% | 100.00% |
25/09/2024 | 22.19% | 0.02 CHF | 0.03 CHF | 992,600 | 992,600 | 992,600 | 992,600 | 19,888 CHF | 24,851 CHF | 100.00% | 100.00% |
24/09/2024 | 18.55% | 0.03 CHF | 0.03 CHF | 946,200 | 946,200 | 946,200 | 946,200 | 23,226 CHF | 27,957 CHF | 100.00% | 100.00% |
23/09/2024 | 22.05% | 0.02 CHF | 0.03 CHF | 1,242,000 | 1,242,000 | 1,242,000 | 1,242,000 | 25,108 CHF | 31,318 CHF | 99.92% | 99.92% |
20/09/2024 | 22.41% | 0.02 CHF | 0.02 CHF | 1,106,000 | 1,106,000 | 1,106,000 | 1,106,000 | 21,960 CHF | 27,490 CHF | 100.00% | 100.00% |
19/09/2024 | 19.83% | 0.02 CHF | 0.03 CHF | 896,100 | 896,100 | 896,085 | 896,085 | 20,578 CHF | 25,059 CHF | 98.15% | 98.15% |
18/09/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 902,100 | 902,100 | 902,100 | 902,100 | 22,553 CHF | 27,063 CHF | 100.00% | 100.00% |
12/09/2024 | 22.11% | 0.02 CHF | 0.03 CHF | 1,086,800 | 1,086,800 | 1,086,150 | 1,086,150 | 21,893 CHF | 27,327 CHF | 100.00% | 100.00% |
11/09/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 1,101,500 | 1,101,500 | 1,101,500 | 1,101,500 | 22,030 CHF | 27,538 CHF | 100.00% | 100.00% |
10/09/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 1,011,600 | 1,011,600 | 1,011,600 | 1,011,600 | 20,232 CHF | 25,290 CHF | 100.00% | 100.00% |