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 | 3.20% | 0.30 CHF | 0.31 CHF | 203,100 | 203,100 | 202,261 | 202,261 | 62,333 CHF | 64,356 CHF | 99.51% | 99.51% |
24/09/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 186,700 | 186,700 | 185,927 | 185,927 | 59,150 CHF | 61,009 CHF | 99.48% | 99.48% |
23/09/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 181,700 | 181,700 | 180,952 | 180,952 | 64,168 CHF | 65,978 CHF | 100.00% | 100.00% |
20/09/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 251,700 | 251,700 | 250,662 | 250,662 | 90,045 CHF | 92,551 CHF | 100.00% | 100.00% |
19/09/2024 | 3.35% | 0.28 CHF | 0.29 CHF | 175,400 | 175,400 | 176,375 | 176,375 | 51,995 CHF | 53,759 CHF | 97.78% | 97.78% |
18/09/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 189,900 | 189,900 | 189,120 | 189,120 | 67,674 CHF | 69,565 CHF | 100.00% | 100.00% |
12/09/2024 | 2.40% | 0.38 CHF | 0.39 CHF | 130,900 | 130,900 | 132,429 | 132,429 | 54,861 CHF | 56,186 CHF | 99.99% | 99.99% |
11/09/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 115,200 | 115,200 | 114,725 | 114,725 | 59,088 CHF | 60,235 CHF | 100.00% | 100.00% |
10/09/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 145,100 | 145,100 | 139,976 | 139,976 | 75,205 CHF | 76,604 CHF | 100.00% | 100.00% |
09/09/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 179,200 | 179,200 | 178,575 | 178,575 | 91,376 CHF | 93,162 CHF | 100.00% | 100.00% |