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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 2.80% | 95.50 % | 96.30 % | 500,000 | 500,000 | 144,908 | 144,908 | 138,924 CHF | 141,023 CHF | 100.00% | 100.00% |
25/09/2024 | 2.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 144,370 | 144,370 | 138,451 CHF | 140,537 CHF | 99.92% | 99.92% |
24/09/2024 | 3.03% | 94.30 % | 95.30 % | 500,000 | 500,000 | 144,999 | 144,999 | 137,820 CHF | 140,212 CHF | 100.00% | 100.00% |
23/09/2024 | 3.07% | 96.40 % | 97.40 % | 500,000 | 500,000 | 142,011 | 142,011 | 136,193 CHF | 138,497 CHF | 99.83% | 99.83% |
20/09/2024 | 2.97% | 92.60 % | 93.40 % | 500,000 | 500,000 | 144,791 | 144,791 | 132,755 CHF | 134,850 CHF | 100.00% | 100.00% |
19/09/2024 | 2.96% | 91.50 % | 92.30 % | 500,000 | 500,000 | 145,292 | 145,292 | 132,060 CHF | 134,160 CHF | 99.59% | 99.59% |
18/09/2024 | 3.17% | 90.70 % | 91.70 % | 500,000 | 500,000 | 145,005 | 145,005 | 131,803 CHF | 134,191 CHF | 99.61% | 99.61% |
12/09/2024 | 3.22% | 91.40 % | 92.40 % | 500,000 | 500,000 | 140,857 | 140,857 | 127,835 CHF | 130,204 CHF | 98.77% | 98.77% |
11/09/2024 | 5.68% | 94.60 % | 95.60 % | 500,000 | 500,000 | 142,811 | 142,811 | 134,857 CHF | 138,462 CHF | 99.37% | 99.37% |
10/09/2024 | 2.71% | 100.10 % | 100.90 % | 500,000 | 500,000 | 144,491 | 144,491 | 144,461 CHF | 146,551 CHF | 100.00% | 100.00% |