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 | 1.60% | 0.61 CHF | 0.62 CHF | 305,000 | 305,000 | 304,102 | 304,102 | 188,025 CHF | 191,066 CHF | 96.88% | 96.88% |
24/09/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 310,000 | 310,000 | 309,575 | 309,575 | 203,823 CHF | 206,919 CHF | 93.30% | 93.30% |
23/09/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 315,000 | 315,000 | 314,688 | 314,688 | 227,407 CHF | 230,554 CHF | 97.70% | 97.70% |
20/09/2024 | 1.41% | 0.73 CHF | 0.74 CHF | 315,000 | 315,000 | 313,358 | 313,358 | 220,853 CHF | 223,986 CHF | 97.90% | 97.90% |
19/09/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 315,000 | 315,000 | 310,308 | 310,308 | 210,963 CHF | 214,066 CHF | 92.98% | 92.98% |
18/09/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 320,000 | 320,000 | 318,613 | 318,613 | 234,932 CHF | 238,118 CHF | 95.12% | 95.12% |
12/09/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 325,000 | 325,000 | 320,666 | 320,666 | 245,614 CHF | 248,821 CHF | 92.73% | 92.73% |
11/09/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 330,000 | 330,000 | 326,819 | 326,819 | 258,696 CHF | 261,967 CHF | 92.11% | 92.11% |
10/09/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 330,000 | 330,000 | 327,781 | 327,781 | 263,282 CHF | 266,560 CHF | 92.45% | 92.45% |
09/09/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 330,000 | 330,000 | 325,069 | 325,069 | 256,891 CHF | 260,142 CHF | 94.58% | 94.58% |