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 | 1.99% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,424 CHF | 101,475 CHF | 98.67% | 98.67% |
24/09/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 304,776 CHF | 103,592 CHF | 97.34% | 97.34% |
23/09/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 309,216 CHF | 105,072 CHF | 98.43% | 98.43% |
20/09/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,219 CHF | 102,740 CHF | 99.20% | 99.20% |
19/09/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 316,207 CHF | 107,402 CHF | 98.43% | 98.43% |
18/09/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,515 CHF | 100,172 CHF | 99.06% | 99.06% |
12/09/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,426 CHF | 88,475 CHF | 98.89% | 98.89% |
11/09/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 247,888 CHF | 84,629 CHF | 97.51% | 97.51% |
10/09/2024 | 2.63% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 225,724 CHF | 77,242 CHF | 96.87% | 96.87% |
09/09/2024 | 2.82% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 641,229 | 213,743 | 224,275 CHF | 76,896 CHF | 96.02% | 96.02% |