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 | 5.00% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 146,322 CHF | 51,274 CHF | 98.44% | 98.44% |
24/09/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 143,340 CHF | 50,280 CHF | 98.57% | 98.57% |
23/09/2024 | 5.16% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,094 | 250,031 | 141,652 CHF | 49,718 CHF | 98.24% | 98.24% |
20/09/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 152,875 CHF | 53,458 CHF | 99.25% | 99.25% |
19/09/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 751,792 | 250,597 | 144,262 CHF | 50,593 CHF | 98.34% | 98.34% |
18/09/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 161,700 CHF | 56,400 CHF | 99.01% | 99.01% |
12/09/2024 | 3.44% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 703,248 | 234,416 | 201,740 CHF | 69,591 CHF | 98.06% | 98.06% |
11/09/2024 | 3.27% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 725,099 | 241,700 | 217,872 CHF | 75,041 CHF | 97.90% | 97.90% |
10/09/2024 | 2.94% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 625,369 | 208,456 | 208,864 CHF | 71,706 CHF | 96.95% | 96.95% |
09/09/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 218,534 CHF | 74,845 CHF | 95.98% | 95.98% |