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 | 2.17% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 273,858 CHF | 93,286 CHF | 84.01% | 84.01% |
24/09/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 269,930 CHF | 91,977 CHF | 91.58% | 91.58% |
23/09/2024 | 2.14% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,173 CHF | 94,391 CHF | 91.82% | 91.82% |
20/09/2024 | 2.08% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,156 CHF | 97,052 CHF | 92.71% | 92.71% |
19/09/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 321,522 CHF | 109,174 CHF | 96.58% | 96.58% |
18/09/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,628 CHF | 108,876 CHF | 91.92% | 91.92% |
12/09/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,059 CHF | 102,686 CHF | 96.27% | 96.27% |
11/09/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,329 CHF | 102,776 CHF | 94.01% | 94.01% |
10/09/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 292,055 CHF | 99,352 CHF | 91.95% | 91.95% |
09/09/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 286,168 CHF | 97,389 CHF | 93.27% | 93.27% |