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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/09/2024 | 1.48% | 34.04 % | 34.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 83,588 CHF | 84,838 CHF | 99.99% | 99.99% |
12/09/2024 | 1.61% | 30.37 % | 30.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 76,964 CHF | 78,214 CHF | 100.00% | 100.00% |
11/09/2024 | 1.65% | 30.68 % | 31.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 75,164 CHF | 76,414 CHF | 100.00% | 100.00% |
10/09/2024 | 1.81% | 27.17 % | 27.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 68,363 CHF | 69,613 CHF | 99.96% | 99.96% |
09/09/2024 | 1.76% | 28.14 % | 28.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 70,560 CHF | 71,810 CHF | 100.00% | 100.00% |
06/09/2024 | 1.80% | 27.51 % | 28.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 68,804 CHF | 70,054 CHF | 99.53% | 99.53% |
05/09/2024 | 1.76% | 28.02 % | 28.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 70,221 CHF | 71,471 CHF | 100.00% | 100.00% |
04/09/2024 | 1.78% | 27.97 % | 28.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 69,674 CHF | 70,924 CHF | 100.00% | 100.00% |
03/09/2024 | 1.70% | 28.87 % | 29.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 73,061 CHF | 74,311 CHF | 100.00% | 100.00% |
30/08/2024 | 1.68% | 29.76 % | 30.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 73,830 CHF | 75,080 CHF | 100.00% | 100.00% |