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 | 6.18% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 332,939 | 332,939 | 52,193 CHF | 55,522 CHF | 99.24% | 99.24% |
12/09/2024 | 12.48% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 674,048 | 349,524 | 50,639 CHF | 29,756 CHF | 99.02% | 99.02% |
11/09/2024 | 12.56% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 675,212 | 351,036 | 50,365 CHF | 29,696 CHF | 99.23% | 99.23% |
10/09/2024 | 11.67% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 622,163 | 321,077 | 50,231 CHF | 29,119 CHF | 98.58% | 98.58% |
09/09/2024 | 10.69% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 578,616 | 307,496 | 51,245 CHF | 30,393 CHF | 99.07% | 99.07% |
06/09/2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 553,682 | 330,122 | 50,395 CHF | 33,535 CHF | 86.55% | 86.55% |
05/09/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,746 | 499,745 | 49,998 CHF | 54,995 CHF | 98.97% | 98.97% |
04/09/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 499,464 | 499,464 | 49,946 CHF | 54,941 CHF | 98.19% | 98.19% |
03/09/2024 | 9.26% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 490,222 | 490,222 | 50,527 CHF | 55,429 CHF | 98.94% | 98.94% |
30/08/2024 | 7.74% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 415,056 | 415,056 | 51,560 CHF | 55,710 CHF | 93.15% | 93.15% |