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 | 3.44% | 0.27 CHF | 0.28 CHF | 114,796 | 50,000 | 113,680 | 50,000 | 32,485 CHF | 14,792 CHF | 99.51% | 99.51% |
24/09/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 113,515 | 50,000 | 113,932 | 50,000 | 32,447 CHF | 14,741 CHF | 100.00% | 100.00% |
23/09/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 114,658 | 50,000 | 115,043 | 50,000 | 31,008 CHF | 13,978 CHF | 100.00% | 100.00% |
20/09/2024 | 3.21% | 0.28 CHF | 0.29 CHF | 114,379 | 50,000 | 112,967 | 50,000 | 34,700 CHF | 15,862 CHF | 89.67% | 89.67% |
19/09/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 111,039 | 50,000 | 110,669 | 50,000 | 38,537 CHF | 17,912 CHF | 99.34% | 99.34% |
18/09/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 111,728 | 50,000 | 111,305 | 50,000 | 36,533 CHF | 16,912 CHF | 96.61% | 96.61% |
12/09/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 112,353 | 50,000 | 111,506 | 50,000 | 39,035 CHF | 18,006 CHF | 98.41% | 98.41% |
11/09/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 111,567 | 50,000 | 111,258 | 50,000 | 37,680 CHF | 17,436 CHF | 98.88% | 98.88% |
10/09/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 111,447 | 50,000 | 110,422 | 50,000 | 39,504 CHF | 18,391 CHF | 100.00% | 100.00% |
09/09/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 110,294 | 50,000 | 110,765 | 50,000 | 39,184 CHF | 18,189 CHF | 100.00% | 100.00% |