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 | 4.74% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 252,603 | 252,604 | 52,039 CHF | 54,565 CHF | 98.76% | 98.76% |
24/09/2024 | 4.80% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,495 | 250,493 | 50,975 CHF | 53,479 CHF | 99.55% | 99.55% |
23/09/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,523 | 251,521 | 50,388 CHF | 52,903 CHF | 100.00% | 100.00% |
20/09/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 240,156 | 240,156 | 53,865 CHF | 56,266 CHF | 98.28% | 98.28% |
19/09/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,292 | 249,291 | 52,249 CHF | 54,742 CHF | 99.52% | 99.52% |
18/09/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 244,024 | 244,024 | 54,150 CHF | 56,590 CHF | 100.00% | 100.00% |
12/09/2024 | 5.11% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,227 | 274,227 | 52,244 CHF | 54,986 CHF | 100.00% | 100.00% |
11/09/2024 | 4.90% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 254,306 | 254,309 | 50,584 CHF | 53,128 CHF | 100.00% | 100.00% |
10/09/2024 | 5.00% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 262,304 | 262,303 | 51,100 CHF | 53,723 CHF | 99.81% | 99.81% |
09/09/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 251,005 | 251,005 | 50,418 CHF | 52,928 CHF | 99.68% | 99.68% |