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 | 2.99% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 197,422 CHF | 67,807 CHF | 98.64% | 98.64% |
24/09/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 194,226 CHF | 66,742 CHF | 97.32% | 97.32% |
23/09/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 192,582 CHF | 66,194 CHF | 98.66% | 98.66% |
20/09/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,595 CHF | 69,532 CHF | 99.25% | 99.25% |
19/09/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 191,653 CHF | 65,885 CHF | 98.39% | 98.39% |
18/09/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,071 CHF | 72,690 CHF | 98.82% | 98.82% |
12/09/2024 | 2.25% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,301 CHF | 90,434 CHF | 98.74% | 98.74% |
11/09/2024 | 2.17% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 274,358 CHF | 93,453 CHF | 97.84% | 97.84% |
10/09/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,766 CHF | 101,589 CHF | 96.41% | 96.41% |
09/09/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 598,103 | 199,368 | 319,826 CHF | 108,602 CHF | 95.67% | 95.67% |