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 | 3.04% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 174,662 | 174,662 | 56,627 CHF | 58,374 CHF | 98.77% | 98.77% |
24/09/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 196,327 | 196,327 | 54,294 CHF | 56,257 CHF | 99.56% | 99.56% |
23/09/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 179,602 | 179,603 | 52,020 CHF | 53,816 CHF | 100.00% | 100.00% |
20/09/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,264 | 200,265 | 52,096 CHF | 54,099 CHF | 98.29% | 98.29% |
19/09/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 179,379 | 179,379 | 53,531 CHF | 55,325 CHF | 99.52% | 99.52% |
18/09/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 181,236 | 181,235 | 52,513 CHF | 54,325 CHF | 100.00% | 100.00% |
12/09/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,708 CHF | 58,208 CHF | 100.00% | 100.00% |
11/09/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,217 CHF | 56,717 CHF | 100.00% | 100.00% |
10/09/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,906 CHF | 56,406 CHF | 99.78% | 99.78% |
09/09/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,054 CHF | 55,554 CHF | 99.64% | 99.64% |