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 | 4.33% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 24,243 CHF | 25,315 CHF | 100.00% | 100.00% |
24/09/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 107,134 | 107,134 | 22,271 CHF | 23,343 CHF | 100.00% | 100.00% |
23/09/2024 | 9.84% | 0.11 CHF | 0.12 CHF | 110,000 | 110,000 | 113,800 | 113,800 | 11,013 CHF | 12,151 CHF | 100.00% | 100.00% |
20/09/2024 | 7.63% | 0.11 CHF | 0.12 CHF | 110,000 | 110,000 | 107,137 | 107,137 | 13,512 CHF | 14,583 CHF | 99.99% | 99.99% |
19/09/2024 | 6.22% | 0.14 CHF | 0.15 CHF | 110,000 | 110,000 | 107,074 | 107,074 | 16,707 CHF | 17,777 CHF | 97.88% | 97.88% |
18/09/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 120,000 | 120,000 | 116,851 | 116,851 | 11,795 CHF | 12,963 CHF | 99.19% | 99.19% |
12/09/2024 | 9.30% | 0.10 CHF | 0.11 CHF | 120,000 | 120,000 | 116,414 | 116,414 | 12,038 CHF | 13,207 CHF | 99.99% | 99.99% |
11/09/2024 | 12.01% | 0.09 CHF | 0.10 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 9,168 CHF | 10,337 CHF | 100.00% | 100.00% |
10/09/2024 | 14.86% | 0.06 CHF | 0.07 CHF | 120,000 | 120,000 | 116,866 | 116,866 | 7,298 CHF | 8,467 CHF | 99.75% | 99.75% |
09/09/2024 | 13.58% | 0.07 CHF | 0.08 CHF | 120,000 | 120,000 | 116,873 | 116,873 | 8,023 CHF | 9,192 CHF | 100.00% | 100.00% |