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 | 3.23% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 163,467 | 129,415 | 62,342 CHF | 50,947 CHF | 99.66% | 99.66% |
24/09/2024 | 3.40% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 163,121 | 130,578 | 61,956 CHF | 51,166 CHF | 97.57% | 97.57% |
23/09/2024 | 3.16% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 165,693 | 131,118 | 61,273 CHF | 50,251 CHF | 94.19% | 94.19% |
20/09/2024 | 3.23% | 0.34 CHF | 0.35 CHF | 250,000 | 250,000 | 162,549 | 128,172 | 58,817 CHF | 47,654 CHF | 95.94% | 95.94% |
19/09/2024 | 3.54% | 0.36 CHF | 0.37 CHF | 250,000 | 250,000 | 179,761 | 128,593 | 59,051 CHF | 44,106 CHF | 99.02% | 99.02% |
18/09/2024 | 4.03% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 204,025 | 132,174 | 55,310 CHF | 37,319 CHF | 91.02% | 91.02% |
12/09/2024 | 4.47% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 219,470 | 129,557 | 52,548 CHF | 32,465 CHF | 99.40% | 99.40% |
11/09/2024 | 4.81% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 234,072 | 129,451 | 51,333 CHF | 29,671 CHF | 99.49% | 99.49% |
10/09/2024 | 5.58% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 224,658 | 129,777 | 50,688 CHF | 30,235 CHF | 98.43% | 98.43% |
09/09/2024 | 4.83% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 224,448 | 135,395 | 53,162 CHF | 33,850 CHF | 82.88% | 82.88% |