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 | 1.36% | 0.71 CHF | 0.72 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 47,573 CHF | 48,223 CHF | 100.00% | 100.00% |
24/09/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 50,177 CHF | 50,827 CHF | 100.00% | 100.00% |
23/09/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 48,478 CHF | 49,128 CHF | 99.97% | 99.97% |
20/09/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 51,657 CHF | 52,307 CHF | 99.91% | 99.91% |
19/09/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 50,799 CHF | 51,449 CHF | 98.19% | 98.19% |
18/09/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 48,984 CHF | 49,634 CHF | 99.97% | 99.97% |
12/09/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 46,241 CHF | 46,891 CHF | 99.99% | 99.99% |
11/09/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 64,957 | 64,957 | 43,890 CHF | 44,540 CHF | 99.99% | 99.99% |
10/09/2024 | 1.45% | 0.65 CHF | 0.66 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 44,449 CHF | 45,099 CHF | 100.00% | 100.00% |
09/09/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 44,242 CHF | 44,892 CHF | 100.00% | 100.00% |