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 | 88.07% | 0.01 CHF | 0.02 CHF | 390,000 | 390,000 | 379,500 | 379,500 | 2,972 CHF | 7,595 CHF | 100.00% | 100.00% |
16/10/2024 | 86.27% | 0.01 CHF | 0.02 CHF | 380,000 | 380,000 | 376,179 | 376,179 | 3,009 CHF | 7,528 CHF | 100.00% | 100.00% |
15/10/2024 | 80.33% | 0.01 CHF | 0.02 CHF | 380,000 | 380,000 | 370,463 | 370,463 | 3,195 CHF | 7,414 CHF | 100.00% | 100.00% |
14/10/2024 | 66.05% | 0.01 CHF | 0.02 CHF | 370,000 | 370,000 | 364,633 | 364,633 | 3,755 CHF | 7,406 CHF | 99.07% | 99.07% |
11/10/2024 | 59.42% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 361,637 | 361,637 | 4,335 CHF | 7,955 CHF | 100.00% | 100.00% |
10/10/2024 | 65.68% | 0.01 CHF | 0.02 CHF | 370,000 | 370,000 | 366,283 | 366,283 | 3,809 CHF | 7,476 CHF | 100.00% | 100.00% |
09/10/2024 | 67.23% | 0.01 CHF | 0.02 CHF | 370,000 | 370,000 | 371,050 | 371,050 | 3,711 CHF | 7,425 CHF | 100.00% | 100.00% |
08/10/2024 | 68.06% | 0.01 CHF | 0.02 CHF | 380,000 | 380,000 | 363,449 | 363,449 | 3,640 CHF | 7,327 CHF | 100.00% | 100.00% |
07/10/2024 | 59.35% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 361,826 | 361,826 | 4,345 CHF | 7,967 CHF | 100.00% | 100.00% |
04/10/2024 | 59.16% | 0.01 CHF | 0.02 CHF | 360,000 | 360,000 | 361,312 | 361,312 | 4,361 CHF | 7,978 CHF | 100.00% | 100.00% |