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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 0.30% | 3.27 CHF | 3.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,697 CHF | 65,897 CHF | 99.75% | 99.75% |
16/10/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,107 CHF | 65,307 CHF | 98.60% | 98.60% |
15/10/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 66,444 CHF | 66,644 CHF | 100.00% | 100.00% |
14/10/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,528 CHF | 65,728 CHF | 99.74% | 99.74% |
11/10/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,249 CHF | 65,449 CHF | 94.28% | 94.28% |
10/10/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,918 CHF | 66,118 CHF | 96.00% | 96.00% |
09/10/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,157 CHF | 65,357 CHF | 99.84% | 99.84% |
08/10/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,733 CHF | 64,933 CHF | 99.72% | 99.72% |
07/10/2024 | 0.30% | 3.25 CHF | 3.24 CHF | 20,000 | 20,000 | 21,481 | 21,481 | 70,262 CHF | 70,477 CHF | 98.15% | 100.00% |
04/10/2024 | 0.31% | 3.31 CHF | 3.27 CHF | 40,000 | 40,000 | 38,491 | 38,491 | 125,431 CHF | 125,816 CHF | 1.28% | 100.00% |