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 | 5.10% | 0.19 CHF | 0.20 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 15,275 CHF | 16,075 CHF | 100.00% | 100.00% |
24/09/2024 | 4.68% | 0.20 CHF | 0.21 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 14,609 CHF | 15,309 CHF | 100.00% | 100.00% |
23/09/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 15,080 CHF | 15,780 CHF | 100.00% | 100.00% |
20/09/2024 | 4.54% | 0.21 CHF | 0.22 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 15,085 CHF | 15,785 CHF | 100.00% | 100.00% |
19/09/2024 | 4.43% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 76,699 | 76,699 | 16,938 CHF | 17,705 CHF | 100.00% | 100.00% |
18/09/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 19,385 CHF | 20,285 CHF | 100.00% | 100.00% |
12/09/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 17,944 CHF | 18,744 CHF | 100.00% | 100.00% |
11/09/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 19,174 CHF | 19,974 CHF | 100.00% | 100.00% |
10/09/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 17,927 CHF | 18,727 CHF | 100.00% | 100.00% |
09/09/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 16,221 CHF | 16,921 CHF | 100.00% | 100.00% |