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 | 1.06% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,949 CHF | 47,449 CHF | 99.23% | 99.23% |
12/09/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,430 CHF | 68,930 CHF | 99.02% | 99.02% |
11/09/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,179 CHF | 68,679 CHF | 99.27% | 99.27% |
10/09/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,280 CHF | 66,780 CHF | 98.56% | 98.56% |
09/09/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,055 CHF | 65,555 CHF | 99.09% | 99.09% |
06/09/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,686 CHF | 65,186 CHF | 85.54% | 85.54% |
05/09/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,964 CHF | 63,464 CHF | 99.00% | 99.00% |
04/09/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,504 CHF | 64,004 CHF | 98.26% | 98.26% |
03/09/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,262 CHF | 62,762 CHF | 98.67% | 98.67% |
30/08/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,416 CHF | 57,916 CHF | 93.15% | 93.15% |