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% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,359 CHF | 74,953 CHF | 98.24% | 98.24% |
24/09/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,432 CHF | 77,311 CHF | 98.35% | 98.35% |
23/09/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 229,329 CHF | 78,943 CHF | 97.42% | 97.42% |
20/09/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,831 CHF | 77,444 CHF | 99.31% | 99.31% |
19/09/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,979 CHF | 81,826 CHF | 98.18% | 98.18% |
18/09/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 221,157 CHF | 76,219 CHF | 98.88% | 98.88% |
12/09/2024 | 3.81% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 863,197 | 287,732 | 222,716 CHF | 77,116 CHF | 98.20% | 98.20% |
11/09/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 218,679 CHF | 75,893 CHF | 97.15% | 97.15% |
10/09/2024 | 4.53% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 194,807 CHF | 67,936 CHF | 96.75% | 96.75% |
09/09/2024 | 4.80% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 948,561 | 348,561 | 192,743 CHF | 74,196 CHF | 96.83% | 96.83% |