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 | 2.61% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,487 CHF | 58,996 CHF | 96.24% | 96.24% |
24/09/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,162 CHF | 49,554 CHF | 99.18% | 99.18% |
23/09/2024 | 2.98% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 149,658 CHF | 51,386 CHF | 99.31% | 99.31% |
20/09/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 145,538 CHF | 50,013 CHF | 98.62% | 98.62% |
19/09/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,589 CHF | 41,363 CHF | 99.31% | 99.31% |
18/09/2024 | 2.95% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,784 CHF | 51,761 CHF | 98.85% | 98.85% |
12/09/2024 | 2.17% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,465 CHF | 69,988 CHF | 98.60% | 98.60% |
11/09/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,899 CHF | 72,466 CHF | 99.31% | 99.31% |
10/09/2024 | 2.57% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,657 CHF | 59,386 CHF | 97.13% | 97.13% |
09/09/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 160,217 CHF | 54,906 CHF | 99.31% | 99.31% |