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 | 4.31% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 79,522 CHF | 83,022 CHF | 99.53% | 99.53% |
24/09/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 64,099 CHF | 67,099 CHF | 99.50% | 99.56% |
23/09/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 62,260 CHF | 64,760 CHF | 99.48% | 99.48% |
20/09/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 75,791 CHF | 78,791 CHF | 98.96% | 98.96% |
19/09/2024 | 4.50% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 65,182 CHF | 68,182 CHF | 99.49% | 99.49% |
18/09/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 71,900 CHF | 74,900 CHF | 99.55% | 99.55% |
12/09/2024 | 3.62% | 0.27 CHF | 0.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 67,913 CHF | 70,413 CHF | 99.53% | 99.53% |
11/09/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 69,993 CHF | 72,493 CHF | 99.37% | 99.37% |
10/09/2024 | 3.55% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 83,025 CHF | 86,025 CHF | 98.25% | 98.25% |
09/09/2024 | 3.90% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 75,443 CHF | 78,443 CHF | 99.56% | 99.56% |