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 | 1.54% | 0.62 CHF | 0.63 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 45,062 CHF | 45,762 CHF | 100.00% | 100.00% |
24/09/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 45,021 CHF | 45,821 CHF | 100.00% | 100.00% |
23/09/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 39,957 CHF | 40,757 CHF | 100.00% | 100.00% |
20/09/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 42,960 CHF | 43,760 CHF | 100.00% | 100.00% |
19/09/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 80,000 | 80,000 | 93,397 | 93,397 | 50,401 CHF | 51,335 CHF | 100.00% | 100.00% |
18/09/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 45,367 CHF | 46,267 CHF | 100.00% | 100.00% |
12/09/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,848 CHF | 53,848 CHF | 100.00% | 100.00% |
11/09/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 45,413 CHF | 46,313 CHF | 100.00% | 100.00% |
10/09/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 46,284 CHF | 47,184 CHF | 100.00% | 100.00% |
09/09/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,266 CHF | 50,266 CHF | 100.00% | 100.00% |