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 | 3.20% | 0.17 CHF | 0.17 CHF | 154,700 | 154,700 | 154,700 | 154,700 | 23,792 CHF | 24,565 CHF | 100.00% | 100.00% |
25/09/2024 | 3.71% | 0.14 CHF | 0.14 CHF | 169,000 | 169,000 | 169,000 | 169,000 | 22,388 CHF | 23,233 CHF | 100.00% | 100.00% |
24/09/2024 | 3.27% | 0.14 CHF | 0.15 CHF | 161,100 | 161,100 | 161,100 | 161,100 | 24,257 CHF | 25,063 CHF | 100.00% | 100.00% |
23/09/2024 | 3.88% | 0.14 CHF | 0.14 CHF | 211,400 | 211,400 | 211,400 | 211,400 | 26,772 CHF | 27,829 CHF | 99.91% | 99.91% |
20/09/2024 | 4.05% | 0.11 CHF | 0.12 CHF | 188,300 | 188,300 | 188,300 | 188,300 | 22,848 CHF | 23,790 CHF | 100.00% | 100.00% |
19/09/2024 | 3.48% | 0.13 CHF | 0.13 CHF | 152,600 | 152,600 | 152,598 | 152,598 | 21,567 CHF | 22,330 CHF | 98.15% | 98.15% |
18/09/2024 | 3.10% | 0.16 CHF | 0.16 CHF | 153,600 | 153,600 | 153,600 | 153,600 | 24,431 CHF | 25,199 CHF | 100.00% | 100.00% |
12/09/2024 | 3.63% | 0.13 CHF | 0.13 CHF | 185,000 | 185,000 | 184,888 | 184,888 | 25,093 CHF | 26,018 CHF | 100.00% | 100.00% |
11/09/2024 | 3.81% | 0.12 CHF | 0.13 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 24,177 CHF | 25,115 CHF | 100.00% | 100.00% |
10/09/2024 | 3.77% | 0.13 CHF | 0.14 CHF | 172,200 | 172,200 | 172,200 | 172,200 | 22,435 CHF | 23,296 CHF | 100.00% | 100.00% |