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 | 2.36% | 0.41 CHF | 0.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 125,909 CHF | 42,970 CHF | 96.72% | 96.72% |
16/10/2024 | 2.57% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,436 CHF | 39,479 CHF | 95.15% | 95.15% |
15/10/2024 | 2.69% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,151 CHF | 37,717 CHF | 96.67% | 96.67% |
14/10/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,411 CHF | 39,137 CHF | 89.84% | 89.84% |
11/10/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 115,681 CHF | 39,560 CHF | 89.00% | 89.00% |
10/10/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 108,179 CHF | 37,060 CHF | 95.10% | 95.10% |
09/10/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 104,871 CHF | 35,957 CHF | 87.71% | 87.71% |
08/10/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,912 CHF | 37,971 CHF | 91.51% | 91.51% |
07/10/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 110,031 CHF | 37,677 CHF | 92.25% | 92.25% |
04/10/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 98,405 CHF | 33,802 CHF | 93.63% | 93.63% |