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 | 6.82% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 370,849 | 370,849 | 52,509 CHF | 56,217 CHF | 98.78% | 98.78% |
24/09/2024 | 6.71% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 364,431 | 364,431 | 52,512 CHF | 56,157 CHF | 99.56% | 99.56% |
23/09/2024 | 7.10% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 384,940 | 384,940 | 52,334 CHF | 56,184 CHF | 99.59% | 99.59% |
20/09/2024 | 6.96% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,833 | 377,833 | 52,418 CHF | 56,196 CHF | 98.32% | 98.32% |
19/09/2024 | 6.57% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 352,199 | 352,195 | 51,848 CHF | 55,369 CHF | 99.53% | 99.53% |
18/09/2024 | 5.45% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,527 CHF | 56,527 CHF | 100.00% | 100.00% |
12/09/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 51,729 CHF | 54,729 CHF | 100.00% | 100.00% |
11/09/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 297,691 | 297,692 | 53,909 CHF | 56,887 CHF | 100.00% | 100.00% |
10/09/2024 | 5.57% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,413 CHF | 55,413 CHF | 99.81% | 99.81% |
09/09/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 52,562 CHF | 55,562 CHF | 99.61% | 99.61% |