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 | 7.17% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 388,266 | 388,266 | 52,193 CHF | 56,075 CHF | 99.23% | 99.23% |
10/09/2024 | 7.76% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 414,429 | 414,429 | 51,366 CHF | 55,510 CHF | 98.57% | 98.57% |
09/09/2024 | 8.06% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 429,399 | 429,398 | 51,122 CHF | 55,416 CHF | 99.07% | 99.07% |
06/09/2024 | 8.11% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 434,586 | 434,586 | 51,403 CHF | 55,749 CHF | 86.51% | 86.51% |
05/09/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 472,786 | 472,786 | 52,033 CHF | 56,760 CHF | 98.96% | 98.96% |
04/09/2024 | 8.54% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 461,365 | 461,365 | 51,747 CHF | 56,360 CHF | 98.19% | 98.19% |
03/09/2024 | 8.85% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 478,067 | 478,076 | 51,678 CHF | 56,459 CHF | 98.94% | 98.94% |
30/08/2024 | 10.59% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 574,891 | 299,506 | 51,426 CHF | 29,793 CHF | 93.14% | 93.14% |
29/08/2024 | 10.76% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 584,329 | 299,823 | 51,392 CHF | 29,383 CHF | 97.02% | 97.02% |
28/08/2024 | 10.99% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 592,775 | 300,570 | 50,982 CHF | 28,866 CHF | 99.38% | 99.38% |