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 | 8.00% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 426,201 | 426,201 | 51,144 CHF | 55,406 CHF | 99.34% | 99.34% |
24/09/2024 | 8.59% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 464,769 | 464,774 | 51,804 CHF | 56,452 CHF | 99.67% | 99.67% |
23/09/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 426,578 | 426,578 | 51,099 CHF | 55,365 CHF | 99.20% | 99.20% |
20/09/2024 | 8.70% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 475,401 | 475,401 | 52,273 CHF | 57,027 CHF | 98.27% | 98.27% |
19/09/2024 | 9.15% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 488,690 | 488,690 | 51,033 CHF | 55,920 CHF | 100.00% | 100.00% |
18/09/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 475,000 | 475,000 | 52,250 CHF | 57,000 CHF | 99.84% | 99.84% |
12/09/2024 | 7.43% | 0.15 CHF | 0.16 CHF | 400,000 | 400,000 | 402,037 | 402,037 | 52,158 CHF | 56,178 CHF | 99.61% | 99.61% |
11/09/2024 | 7.34% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 396,101 | 396,106 | 51,998 CHF | 55,960 CHF | 99.82% | 99.82% |
10/09/2024 | 7.53% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,514 | 405,514 | 51,822 CHF | 55,877 CHF | 99.16% | 99.16% |
09/09/2024 | 7.11% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 384,422 | 384,422 | 52,196 CHF | 56,040 CHF | 99.67% | 99.67% |