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 | 0.29% | 3.54 CHF | 3.55 CHF | 80,000 | 80,000 | 35,519 | 35,469 | 126,463 CHF | 126,640 CHF | 99.59% | 99.59% |
24/09/2024 | 0.27% | 3.56 CHF | 3.57 CHF | 80,000 | 80,000 | 35,384 | 35,384 | 130,817 CHF | 131,171 CHF | 100.00% | 100.00% |
23/09/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 80,000 | 80,000 | 34,311 | 34,311 | 124,867 CHF | 125,211 CHF | 99.74% | 99.74% |
20/09/2024 | 0.30% | 3.49 CHF | 3.50 CHF | 80,000 | 80,000 | 35,587 | 35,587 | 123,466 CHF | 123,823 CHF | 100.00% | 100.00% |
19/09/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 80,000 | 80,000 | 36,343 | 36,343 | 131,925 CHF | 132,289 CHF | 96.73% | 96.73% |
18/09/2024 | 0.29% | 3.56 CHF | 3.57 CHF | 80,000 | 80,000 | 35,741 | 35,599 | 124,616 CHF | 124,482 CHF | 99.94% | 99.94% |
12/09/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 85,000 | 85,000 | 38,437 | 38,437 | 126,200 CHF | 126,585 CHF | 99.99% | 99.99% |
11/09/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 85,000 | 85,000 | 38,121 | 38,121 | 117,956 CHF | 118,338 CHF | 99.90% | 99.90% |
10/09/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 85,000 | 85,000 | 36,200 | 36,200 | 115,034 CHF | 115,397 CHF | 99.97% | 99.97% |
09/09/2024 | 0.63% | 3.05 CHF | 3.06 CHF | 90,000 | 90,000 | 39,295 | 39,295 | 116,616 CHF | 117,215 CHF | 99.25% | 99.25% |