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 | 5.76% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 777,387 | 259,129 | 131,010 CHF | 46,261 CHF | 99.42% | 99.42% |
24/09/2024 | 5.69% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 751,775 | 250,592 | 128,414 CHF | 45,311 CHF | 99.41% | 99.41% |
23/09/2024 | 5.19% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 752,557 | 250,852 | 141,330 CHF | 49,619 CHF | 98.58% | 98.58% |
20/09/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 146,832 CHF | 51,444 CHF | 98.06% | 98.06% |
19/09/2024 | 4.70% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 155,832 CHF | 54,444 CHF | 99.07% | 99.07% |
18/09/2024 | 4.83% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 151,576 CHF | 53,025 CHF | 97.46% | 97.46% |
12/09/2024 | 4.52% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 162,260 CHF | 56,587 CHF | 99.17% | 99.17% |
11/09/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 175,488 CHF | 60,996 CHF | 99.38% | 99.38% |
10/09/2024 | 3.60% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 163,648 CHF | 56,549 CHF | 95.41% | 95.41% |
09/09/2024 | 3.75% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 634,050 | 211,350 | 165,771 CHF | 57,371 CHF | 98.53% | 98.53% |