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 | - | 1.84 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 83.42% |
24/09/2024 | - | 1.82 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.24% |
23/09/2024 | - | 1.79 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.46% |
20/09/2024 | - | 1.69 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.98% |
19/09/2024 | - | 1.58 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
18/09/2024 | - | 1.65 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.60% |
12/09/2024 | - | 1.72 CHF | - CHF | 225,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.74% |
11/09/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 363,978 CHF | 122,076 CHF | 20.85% | 94.94% |
10/09/2024 | 0.64% | 1.66 CHF | 1.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 348,833 CHF | 117,028 CHF | 30.66% | 99.59% |
09/09/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 343,697 CHF | 115,316 CHF | 90.02% | 99.15% |