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 | 3.41% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 192,390 | 192,390 | 55,392 CHF | 57,316 CHF | 98.49% | 98.49% |
24/09/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 199,253 | 199,253 | 54,950 CHF | 56,943 CHF | 99.21% | 99.21% |
23/09/2024 | 3.72% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,542 | 200,542 | 52,971 CHF | 54,977 CHF | 98.63% | 98.63% |
20/09/2024 | 3.81% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 202,973 | 202,973 | 52,214 CHF | 54,243 CHF | 96.07% | 96.07% |
19/09/2024 | 4.86% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 256,153 | 256,153 | 51,417 CHF | 53,978 CHF | 99.43% | 99.43% |
18/09/2024 | 4.89% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 259,652 | 259,649 | 51,817 CHF | 54,413 CHF | 99.30% | 99.30% |
12/09/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,084 | 300,084 | 53,762 CHF | 56,762 CHF | 98.95% | 98.95% |
11/09/2024 | 6.58% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 357,541 | 357,540 | 52,548 CHF | 56,124 CHF | 99.08% | 99.08% |
10/09/2024 | 6.24% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 335,018 | 335,017 | 52,011 CHF | 55,361 CHF | 98.61% | 98.61% |
09/09/2024 | 6.00% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 321,658 | 321,658 | 52,002 CHF | 55,219 CHF | 98.84% | 98.84% |