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 | 2.31% | 0.42 CHF | 0.45 CHF | 14,000 | 14,000 | 89,661 | 89,661 | 41,088 CHF | 41,993 CHF | 98.35% | 98.35% |
24/09/2024 | 2.91% | 0.37 CHF | 0.40 CHF | 15,000 | 15,000 | 91,662 | 91,662 | 32,937 CHF | 33,863 CHF | 98.40% | 98.40% |
23/09/2024 | 2.67% | 0.31 CHF | 0.34 CHF | 15,000 | 15,000 | 90,952 | 90,952 | 37,113 CHF | 38,032 CHF | 98.93% | 98.93% |
20/09/2024 | 1.68% | 0.44 CHF | 0.47 CHF | 14,000 | 14,000 | 86,733 | 86,733 | 58,613 CHF | 59,489 CHF | 98.93% | 98.93% |
19/09/2024 | 1.40% | 0.73 CHF | 0.76 CHF | 14,000 | 14,000 | 85,622 | 85,622 | 64,832 CHF | 65,697 CHF | 96.72% | 96.72% |
18/09/2024 | 1.56% | 0.64 CHF | 0.67 CHF | 14,000 | 14,000 | 87,590 | 87,590 | 59,445 CHF | 60,330 CHF | 98.91% | 98.91% |
12/09/2024 | 1.23% | 0.84 CHF | 0.87 CHF | 13,000 | 13,000 | 83,733 | 83,733 | 71,957 CHF | 72,802 CHF | 98.92% | 98.92% |
11/09/2024 | 1.50% | 0.70 CHF | 0.73 CHF | 14,000 | 14,000 | 87,136 | 87,136 | 61,537 CHF | 62,417 CHF | 98.86% | 98.86% |
10/09/2024 | 1.73% | 0.61 CHF | 0.64 CHF | 14,000 | 14,000 | 89,020 | 89,020 | 54,296 CHF | 55,195 CHF | 98.92% | 98.92% |
09/09/2024 | 1.53% | 0.66 CHF | 0.69 CHF | 14,000 | 14,000 | 87,492 | 87,492 | 60,268 CHF | 61,152 CHF | 98.95% | 98.95% |