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 | 1.36% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 73,973 | 50,000 | 54,140 CHF | 37,164 CHF | 88.31% | 88.31% |
24/09/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,466 CHF | 35,166 CHF | 100.00% | 100.00% |
23/09/2024 | 1.60% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 79,543 | 50,000 | 55,093 CHF | 35,197 CHF | 100.00% | 100.00% |
20/09/2024 | 1.81% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 72,110 | 50,000 | 51,905 CHF | 36,664 CHF | 89.67% | 89.67% |
19/09/2024 | 3.29% | 0.68 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,384 CHF | 17,967 CHF | 93.27% | 93.27% |
18/09/2024 | 1.99% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 82,563 | 50,000 | 51,901 CHF | 32,076 CHF | 97.61% | 97.61% |
12/09/2024 | 1.88% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,051 CHF | 34,423 CHF | 97.86% | 97.86% |
11/09/2024 | 1.99% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,358 CHF | 34,018 CHF | 99.03% | 99.03% |
10/09/2024 | 1.93% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,779 CHF | 34,265 CHF | 96.77% | 96.77% |
09/09/2024 | 2.28% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,884 CHF | 33,815 CHF | 100.00% | 100.00% |