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 | 1.24% | 0.81 CHF | 0.82 CHF | 240,000 | 240,000 | 235,695 | 235,695 | 188,601 CHF | 190,958 CHF | 100.00% | 100.00% |
16/10/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 235,000 | 235,000 | 234,032 | 234,032 | 186,896 CHF | 189,237 CHF | 100.00% | 100.00% |
15/10/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 235,000 | 235,000 | 231,182 | 231,182 | 179,596 CHF | 181,908 CHF | 100.00% | 100.00% |
14/10/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 230,000 | 230,000 | 228,227 | 228,227 | 173,744 CHF | 176,027 CHF | 99.07% | 99.07% |
11/10/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 225,000 | 225,000 | 226,690 | 226,690 | 168,852 CHF | 171,119 CHF | 100.00% | 100.00% |
10/10/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 230,000 | 230,000 | 229,053 | 229,053 | 176,159 CHF | 178,450 CHF | 100.00% | 100.00% |
09/10/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 230,000 | 230,000 | 231,445 | 231,445 | 179,212 CHF | 181,527 CHF | 100.00% | 100.00% |
08/10/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 235,000 | 235,000 | 229,585 | 229,585 | 177,232 CHF | 179,533 CHF | 100.00% | 100.00% |
07/10/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 225,000 | 225,000 | 226,820 | 226,820 | 169,460 CHF | 171,729 CHF | 100.00% | 100.00% |
04/10/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 225,000 | 225,000 | 226,577 | 226,577 | 170,270 CHF | 172,536 CHF | 100.00% | 100.00% |