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 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,179 CHF | 55,179 CHF | 98.62% | 98.62% |
24/09/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,459 CHF | 53,459 CHF | 99.03% | 99.03% |
23/09/2024 | 1.70% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,264 | 100,264 | 58,616 CHF | 59,618 CHF | 98.58% | 98.58% |
20/09/2024 | 1.90% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,533 | 100,533 | 52,424 CHF | 53,429 CHF | 97.65% | 97.65% |
19/09/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,673 CHF | 53,673 CHF | 99.38% | 99.38% |
18/09/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,504 CHF | 60,504 CHF | 99.24% | 99.24% |
12/09/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 75,000 | 75,000 | 83,002 | 83,002 | 55,570 CHF | 56,400 CHF | 99.01% | 99.01% |
11/09/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,801 CHF | 51,551 CHF | 99.22% | 99.22% |
10/09/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,045 CHF | 53,795 CHF | 98.55% | 98.55% |
09/09/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 85,662 | 85,662 | 56,899 CHF | 57,756 CHF | 99.04% | 99.04% |