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 | 18.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 986,969 | 495,656 | 49,723 CHF | 29,930 CHF | 99.27% | 99.27% |
10/09/2024 | 17.03% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 940,239 | 480,079 | 50,524 CHF | 30,610 CHF | 98.56% | 98.56% |
09/09/2024 | 16.56% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 916,563 | 470,960 | 50,764 CHF | 30,791 CHF | 99.06% | 99.06% |
06/09/2024 | 16.50% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 890,571 | 459,525 | 49,505 CHF | 30,141 CHF | 86.82% | 86.82% |
05/09/2024 | 15.21% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 829,994 | 418,517 | 50,404 CHF | 29,607 CHF | 98.96% | 98.96% |
04/09/2024 | 15.32% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 842,588 | 422,771 | 50,803 CHF | 29,718 CHF | 98.18% | 98.18% |
03/09/2024 | 14.67% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 795,217 | 406,893 | 50,222 CHF | 29,781 CHF | 98.94% | 98.94% |
30/08/2024 | 12.41% | 0.07 CHF | 0.08 CHF | 675,000 | 350,000 | 661,204 | 344,210 | 49,972 CHF | 29,462 CHF | 93.16% | 93.16% |
29/08/2024 | 11.97% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 637,422 | 331,611 | 50,070 CHF | 29,364 CHF | 97.01% | 97.01% |
28/08/2024 | 11.42% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 608,594 | 311,358 | 50,239 CHF | 28,805 CHF | 99.39% | 99.39% |