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 | 2.94% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 734,478 | 244,826 | 245,914 CHF | 84,420 CHF | 99.40% | 99.40% |
24/09/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 226,709 CHF | 77,570 CHF | 99.47% | 99.47% |
23/09/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 703,743 | 234,581 | 243,807 CHF | 83,615 CHF | 99.42% | 99.42% |
20/09/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 718,120 | 239,373 | 246,554 CHF | 84,578 CHF | 99.41% | 99.41% |
19/09/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 655,885 | 218,628 | 233,695 CHF | 80,085 CHF | 99.55% | 99.55% |
18/09/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 235,163 CHF | 80,888 CHF | 99.10% | 99.10% |
12/09/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 232,636 CHF | 80,045 CHF | 99.34% | 99.34% |
11/09/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 218,364 CHF | 75,288 CHF | 99.37% | 99.37% |
10/09/2024 | 3.29% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,911 CHF | 77,470 CHF | 99.47% | 99.47% |
09/09/2024 | 3.28% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 225,250 CHF | 77,584 CHF | 99.35% | 99.35% |