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 | 1.60% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,480 CHF | 15,730 CHF | 98.60% | 98.60% |
24/09/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,230 CHF | 16,480 CHF | 99.03% | 99.03% |
23/09/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,955 CHF | 16,205 CHF | 98.61% | 98.61% |
20/09/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,704 CHF | 16,954 CHF | 97.66% | 97.66% |
19/09/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,835 CHF | 17,085 CHF | 99.38% | 99.38% |
18/09/2024 | 1.95% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,777 CHF | 13,027 CHF | 99.25% | 99.25% |
12/09/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,225 CHF | 15,475 CHF | 99.05% | 99.05% |
11/09/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,982 CHF | 15,232 CHF | 99.25% | 99.25% |
10/09/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,676 CHF | 14,926 CHF | 98.53% | 98.53% |
09/09/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,569 CHF | 16,819 CHF | 99.10% | 99.10% |