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 | 0.76% | 1.34 CHF | 1.35 CHF | 96,000 | 96,000 | 94,278 | 94,278 | 123,472 CHF | 124,414 CHF | 100.00% | 100.00% |
16/10/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 94,000 | 94,000 | 93,613 | 93,613 | 121,847 CHF | 122,783 CHF | 100.00% | 100.00% |
15/10/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 94,000 | 94,000 | 92,473 | 92,473 | 115,580 CHF | 116,505 CHF | 100.00% | 100.00% |
14/10/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 92,000 | 92,000 | 91,291 | 91,291 | 110,444 CHF | 111,357 CHF | 99.07% | 99.07% |
11/10/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 90,000 | 90,000 | 90,675 | 90,675 | 106,043 CHF | 106,949 CHF | 100.00% | 100.00% |
10/10/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 92,000 | 92,000 | 91,622 | 91,622 | 112,635 CHF | 113,551 CHF | 100.00% | 100.00% |
09/10/2024 | 0.80% | 1.20 CHF | 1.21 CHF | 92,000 | 92,000 | 92,578 | 92,578 | 115,120 CHF | 116,046 CHF | 100.00% | 100.00% |
08/10/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 94,000 | 94,000 | 91,829 | 91,829 | 113,482 CHF | 114,402 CHF | 100.00% | 100.00% |
07/10/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 90,000 | 90,000 | 90,728 | 90,728 | 106,705 CHF | 107,612 CHF | 100.00% | 100.00% |
04/10/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 90,000 | 90,000 | 90,631 | 90,631 | 107,298 CHF | 108,204 CHF | 100.00% | 100.00% |