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 | 1.09% | 0.92 CHF | 0.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 455,938 CHF | 92,188 CHF | 98.82% | 98.82% |
25/09/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 439,797 CHF | 88,959 CHF | 99.27% | 99.27% |
24/09/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 431,741 CHF | 87,348 CHF | 99.27% | 99.27% |
23/09/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 440,317 CHF | 89,063 CHF | 99.27% | 99.27% |
20/09/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 440,497 CHF | 89,099 CHF | 99.27% | 99.27% |
19/09/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 500,000 | 100,000 | 500,000 | 99,998 | 457,054 CHF | 92,409 CHF | 99.25% | 99.25% |
18/09/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 449,892 CHF | 90,978 CHF | 99.27% | 99.27% |
12/09/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 418,442 CHF | 84,688 CHF | 99.27% | 99.27% |
11/09/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 418,862 CHF | 84,772 CHF | 99.27% | 99.27% |
10/09/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 428,618 CHF | 86,724 CHF | 99.05% | 99.05% |