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 | 0.27% | 3.83 CHF | 3.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 72,894 CHF | 73,094 CHF | 99.33% | 99.33% |
25/09/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 80,178 CHF | 80,378 CHF | 99.51% | 99.51% |
24/09/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 81,493 CHF | 81,693 CHF | 99.53% | 99.53% |
23/09/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 58,612 CHF | 58,762 CHF | 99.52% | 99.52% |
20/09/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,237 CHF | 65,387 CHF | 98.89% | 98.89% |
19/09/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 88,981 CHF | 89,181 CHF | 99.55% | 99.55% |
18/09/2024 | 0.31% | 4.01 CHF | 4.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 77,532 CHF | 77,777 CHF | 97.83% | 97.88% |
12/09/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,042 CHF | 81,292 CHF | 99.52% | 99.52% |
11/09/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,601 CHF | 78,851 CHF | 99.51% | 99.56% |
10/09/2024 | 0.31% | 3.10 CHF | 3.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,914 CHF | 81,164 CHF | 99.07% | 99.07% |