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 | 1.35% | 0.71 CHF | 0.72 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 47,762 CHF | 48,412 CHF | 100.00% | 100.00% |
24/09/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 50,363 CHF | 51,013 CHF | 99.78% | 99.78% |
23/09/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 48,754 CHF | 49,404 CHF | 99.95% | 99.95% |
20/09/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 51,834 CHF | 52,484 CHF | 99.92% | 99.92% |
19/09/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 50,956 CHF | 51,606 CHF | 98.19% | 98.19% |
18/09/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 49,198 CHF | 49,848 CHF | 99.97% | 99.97% |
12/09/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 46,408 CHF | 47,058 CHF | 100.00% | 100.00% |
11/09/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 65,000 | 65,000 | 64,960 | 64,960 | 44,077 CHF | 44,727 CHF | 100.00% | 100.00% |
10/09/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 44,668 CHF | 45,318 CHF | 100.00% | 100.00% |
09/09/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 44,540 CHF | 45,190 CHF | 100.00% | 100.00% |