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 | 3.39% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 665,018 | 221,673 | 192,705 CHF | 66,452 CHF | 99.37% | 99.37% |
24/09/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,221 CHF | 69,407 CHF | 99.45% | 99.45% |
23/09/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 605,014 | 201,671 | 184,250 CHF | 63,433 CHF | 99.40% | 99.40% |
20/09/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 620,613 | 206,871 | 186,679 CHF | 64,295 CHF | 99.35% | 99.35% |
19/09/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 189,021 CHF | 65,007 CHF | 99.52% | 99.52% |
18/09/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 204,167 CHF | 70,556 CHF | 99.60% | 99.60% |
12/09/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 199,636 CHF | 69,046 CHF | 99.57% | 99.57% |
11/09/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 185,586 CHF | 64,362 CHF | 99.22% | 99.22% |
10/09/2024 | 3.82% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 193,146 CHF | 66,882 CHF | 99.44% | 99.44% |
09/09/2024 | 3.82% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 192,612 CHF | 66,704 CHF | 99.38% | 99.38% |