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 | 2.03% | 0.53 CHF | 0.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,213 CHF | 49,738 CHF | 99.12% | 99.12% |
24/09/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 112,530 CHF | 38,510 CHF | 98.38% | 98.38% |
23/09/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,758 CHF | 39,586 CHF | 98.83% | 98.83% |
20/09/2024 | 3.07% | 0.34 CHF | 0.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 96,585 CHF | 33,195 CHF | 98.75% | 98.75% |
19/09/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 111,185 CHF | 38,062 CHF | 99.26% | 99.26% |
18/09/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 122,186 CHF | 41,729 CHF | 99.30% | 99.30% |
12/09/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 146,111 CHF | 49,704 CHF | 98.60% | 98.60% |
11/09/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 158,032 CHF | 53,678 CHF | 98.93% | 98.93% |
10/09/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,218 CHF | 57,739 CHF | 97.05% | 97.05% |
09/09/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 190,563 CHF | 64,521 CHF | 98.85% | 98.85% |