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 | 2.26% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,233 | 100,000 | 52,693 CHF | 44,832 CHF | 98.88% | 98.88% |
24/09/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130,000 | 100,000 | 129,978 | 100,000 | 52,223 CHF | 41,179 CHF | 100.00% | 100.00% |
23/09/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,693 | 100,000 | 51,125 CHF | 37,344 CHF | 100.00% | 100.00% |
20/09/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,495 | 100,000 | 50,739 CHF | 36,869 CHF | 89.67% | 89.67% |
19/09/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,156 | 100,000 | 52,082 CHF | 38,175 CHF | 99.35% | 99.35% |
18/09/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 166,626 | 100,000 | 52,065 CHF | 32,262 CHF | 99.39% | 99.39% |
12/09/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 170,000 | 100,000 | 165,704 | 100,000 | 51,790 CHF | 32,277 CHF | 98.41% | 98.41% |
11/09/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 170,000 | 100,000 | 154,946 | 100,000 | 51,553 CHF | 34,356 CHF | 98.88% | 98.88% |
10/09/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 141,362 | 100,000 | 52,251 CHF | 37,984 CHF | 100.00% | 100.00% |
09/09/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 140,000 | 100,000 | 51,488 CHF | 37,777 CHF | 100.00% | 100.00% |