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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 42,400 | 42,400 | 42,400 | 42,400 | 34,501 CHF | 34,925 CHF | 100.00% | 100.00% |
25/09/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 44,900 | 44,900 | 44,900 | 44,900 | 33,026 CHF | 33,475 CHF | 100.00% | 100.00% |
24/09/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 43,600 | 43,600 | 43,600 | 43,600 | 34,820 CHF | 35,256 CHF | 100.00% | 100.00% |
23/09/2024 | 1.40% | 0.75 CHF | 0.76 CHF | 52,200 | 52,200 | 52,200 | 52,200 | 37,082 CHF | 37,604 CHF | 99.91% | 99.91% |
20/09/2024 | 1.45% | 0.64 CHF | 0.65 CHF | 48,600 | 48,600 | 48,600 | 48,600 | 33,412 CHF | 33,898 CHF | 100.00% | 100.00% |
19/09/2024 | 1.32% | 0.69 CHF | 0.70 CHF | 42,700 | 42,700 | 42,699 | 42,699 | 32,235 CHF | 32,662 CHF | 98.15% | 98.15% |
18/09/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 42,900 | 42,900 | 42,900 | 42,900 | 34,979 CHF | 35,408 CHF | 100.00% | 100.00% |
12/09/2024 | 1.36% | 0.70 CHF | 0.71 CHF | 48,600 | 48,600 | 48,569 | 48,569 | 35,563 CHF | 36,049 CHF | 100.00% | 100.00% |
11/09/2024 | 1.41% | 0.67 CHF | 0.68 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 34,647 CHF | 35,137 CHF | 100.00% | 100.00% |
10/09/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 46,400 | 46,400 | 46,400 | 46,400 | 32,848 CHF | 33,312 CHF | 100.00% | 100.00% |