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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,592 CHF | 53,092 CHF | 99.27% | 99.27% |
10/09/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,668 CHF | 51,168 CHF | 98.57% | 98.57% |
09/09/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,378 CHF | 49,878 CHF | 99.09% | 99.09% |
06/09/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,066 CHF | 49,566 CHF | 85.47% | 85.47% |
05/09/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,302 CHF | 47,802 CHF | 99.00% | 99.00% |
04/09/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,796 CHF | 48,296 CHF | 97.26% | 97.26% |
03/09/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,563 CHF | 47,063 CHF | 98.68% | 98.68% |
30/08/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,474 CHF | 41,974 CHF | 93.17% | 93.17% |
29/08/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,423 CHF | 40,923 CHF | 96.99% | 96.99% |
28/08/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,456 CHF | 39,956 CHF | 99.39% | 99.39% |