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 | 1.74% | 0.65 CHF | 0.66 CHF | 80,000 | 20,000 | 80,615 | 20,000 | 51,140 CHF | 12,913 CHF | 99.51% | 99.51% |
24/09/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 80,000 | 20,000 | 81,242 | 20,000 | 52,360 CHF | 13,098 CHF | 100.00% | 100.00% |
23/09/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80,000 | 20,000 | 81,042 | 20,000 | 51,846 CHF | 13,001 CHF | 100.00% | 100.00% |
20/09/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 20,000 | 78,224 | 20,000 | 54,401 CHF | 14,120 CHF | 89.67% | 89.67% |
19/09/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 20,000 | 80,000 | 20,000 | 51,903 CHF | 13,176 CHF | 94.14% | 94.14% |
18/09/2024 | 1.77% | 0.67 CHF | 0.68 CHF | 80,000 | 20,000 | 80,000 | 20,000 | 53,821 CHF | 13,696 CHF | 92.57% | 92.57% |
12/09/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,768 CHF | 19,453 CHF | 97.86% | 97.86% |
11/09/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,083 CHF | 19,566 CHF | 99.03% | 99.03% |
10/09/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,811 CHF | 19,825 CHF | 100.00% | 100.00% |
09/09/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,728 CHF | 19,796 CHF | 100.00% | 100.00% |