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 | 1.96% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 100,897 | 50,000 | 51,034 CHF | 25,797 CHF | 99.51% | 99.51% |
24/09/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 101,291 | 50,000 | 51,135 CHF | 25,754 CHF | 100.00% | 100.00% |
23/09/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 107,699 | 50,000 | 52,739 CHF | 24,999 CHF | 100.00% | 100.00% |
20/09/2024 | 1.88% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 99,956 | 50,000 | 52,700 CHF | 26,862 CHF | 89.67% | 89.67% |
19/09/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,142 CHF | 28,912 CHF | 99.34% | 99.34% |
18/09/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,320 | 50,000 | 53,918 CHF | 27,929 CHF | 96.61% | 96.61% |
12/09/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 91,763 | 50,000 | 52,281 CHF | 29,006 CHF | 98.41% | 98.41% |
11/09/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 94,250 | 50,000 | 52,618 CHF | 28,436 CHF | 98.88% | 98.88% |
10/09/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,311 | 50,000 | 52,176 CHF | 29,391 CHF | 100.00% | 100.00% |
09/09/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,617 CHF | 29,176 CHF | 100.00% | 100.00% |