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 | 1.57% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 98,150 | 98,150 | 61,977 CHF | 62,958 CHF | 98.50% | 98.50% |
24/09/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,636 CHF | 63,636 CHF | 99.15% | 99.15% |
23/09/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,727 CHF | 60,727 CHF | 98.60% | 98.60% |
20/09/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,202 CHF | 55,202 CHF | 95.89% | 95.89% |
19/09/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,144 CHF | 56,144 CHF | 99.48% | 99.48% |
18/09/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 119,760 | 119,760 | 58,543 CHF | 59,740 CHF | 99.23% | 99.23% |
12/09/2024 | 2.17% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 123,617 | 123,617 | 56,207 CHF | 57,443 CHF | 98.32% | 98.32% |
11/09/2024 | 3.33% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 176,776 | 176,764 | 52,221 CHF | 53,985 CHF | 98.94% | 98.94% |
10/09/2024 | 4.25% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 234,512 | 234,512 | 53,942 CHF | 56,288 CHF | 98.62% | 98.62% |
09/09/2024 | 4.26% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 229,265 | 229,264 | 52,690 CHF | 54,982 CHF | 98.45% | 98.45% |