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 | 0.64% | 1.54 CHF | 1.55 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 217,614 CHF | 219,014 CHF | 99.42% | 99.42% |
24/09/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 225,009 CHF | 226,409 CHF | 99.47% | 99.47% |
23/09/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 221,193 CHF | 222,593 CHF | 100.00% | 100.00% |
20/09/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 140,000 | 140,000 | 146,975 | 146,975 | 215,342 CHF | 216,812 CHF | 100.00% | 100.00% |
19/09/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 210,642 CHF | 212,042 CHF | 97.77% | 97.77% |
18/09/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 140,000 | 140,000 | 141,342 | 141,342 | 210,578 CHF | 211,992 CHF | 100.00% | 100.00% |
12/09/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 216,669 CHF | 218,069 CHF | 100.00% | 100.00% |
11/09/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 140,000 | 140,000 | 139,908 | 139,908 | 212,642 CHF | 214,042 CHF | 100.00% | 100.00% |
10/09/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 222,967 CHF | 224,367 CHF | 100.00% | 100.00% |
09/09/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 140,000 | 140,000 | 139,989 | 139,989 | 225,295 CHF | 226,695 CHF | 100.00% | 100.00% |