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 | 0.57% | 4.41 CHF | 4.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 110,019 CHF | 110,644 CHF | 96.43% | 96.43% |
16/10/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,154 CHF | 209,654 CHF | 99.25% | 99.25% |
15/10/2024 | 0.22% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,433 CHF | 222,933 CHF | 100.00% | 100.00% |
14/10/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,760 CHF | 220,260 CHF | 97.49% | 97.49% |
11/10/2024 | 0.21% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 49,762 | 49,762 | 212,251 CHF | 212,701 CHF | 99.63% | 99.63% |
10/10/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 50,000 | 50,000 | 48,645 | 48,645 | 206,676 CHF | 207,171 CHF | 99.46% | 99.46% |
09/10/2024 | 0.23% | 4.33 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,238 CHF | 213,738 CHF | 100.00% | 100.00% |
08/10/2024 | 0.21% | 4.24 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,092 CHF | 210,542 CHF | 99.00% | 99.00% |
07/10/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,019 CHF | 206,519 CHF | 100.00% | 100.00% |
04/10/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,466 CHF | 206,966 CHF | 89.28% | 89.28% |