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 | 0.73% | 5.80 CHF | 5.84 CHF | 4,500 | 4,500 | 4,497 | 4,500 | 24,518 CHF | 24,712 CHF | 100.00% | 100.00% |
25/09/2024 | 0.85% | 5.02 CHF | 5.06 CHF | 4,900 | 4,900 | 4,900 | 4,900 | 23,054 CHF | 23,250 CHF | 100.00% | 100.00% |
24/09/2024 | 0.75% | 5.19 CHF | 5.23 CHF | 4,700 | 4,700 | 4,700 | 4,700 | 25,025 CHF | 25,213 CHF | 100.00% | 100.00% |
23/09/2024 | 0.66% | 4.90 CHF | 4.93 CHF | 6,200 | 6,200 | 6,200 | 6,200 | 28,090 CHF | 28,276 CHF | 99.92% | 99.92% |
20/09/2024 | 0.69% | 3.90 CHF | 3.93 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 23,856 CHF | 24,021 CHF | 100.00% | 100.00% |
19/09/2024 | 0.80% | 4.37 CHF | 4.41 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 22,585 CHF | 22,765 CHF | 98.15% | 98.15% |
18/09/2024 | 0.70% | 5.52 CHF | 5.56 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 25,467 CHF | 25,647 CHF | 100.00% | 100.00% |
12/09/2024 | 0.62% | 4.51 CHF | 4.54 CHF | 5,400 | 5,400 | 5,397 | 5,397 | 26,082 CHF | 26,244 CHF | 100.00% | 100.00% |
11/09/2024 | 0.65% | 4.28 CHF | 4.31 CHF | 5,500 | 5,500 | 5,500 | 5,500 | 25,319 CHF | 25,484 CHF | 100.00% | 100.00% |
10/09/2024 | 0.86% | 4.68 CHF | 4.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 23,059 CHF | 23,259 CHF | 100.00% | 100.00% |