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 | 5.64% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 160,853 | 20,040 | 51,481 CHF | 6,834 CHF | 74.70% | 74.70% |
16/10/2024 | 5.54% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 160,127 | 20,016 | 52,284 CHF | 6,881 CHF | 99.61% | 99.61% |
15/10/2024 | 5.08% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 144,291 | 20,013 | 51,315 CHF | 7,459 CHF | 99.40% | 99.40% |
14/10/2024 | 5.11% | 0.38 CHF | 0.38 CHF | 140,000 | 25,000 | 145,952 | 20,015 | 52,232 CHF | 7,553 CHF | 98.91% | 98.91% |
11/10/2024 | 5.34% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 149,018 | 20,017 | 50,985 CHF | 7,243 CHF | 99.61% | 99.61% |
10/10/2024 | 6.04% | 0.32 CHF | 0.33 CHF | 160,000 | 25,000 | 170,579 | 20,018 | 51,674 CHF | 6,489 CHF | 94.33% | 94.33% |
09/10/2024 | 5.40% | 0.27 CHF | 0.28 CHF | 190,000 | 25,000 | 155,314 | 20,011 | 51,439 CHF | 6,969 CHF | 99.64% | 99.64% |
08/10/2024 | 5.31% | 0.35 CHF | 0.36 CHF | 150,000 | 25,000 | 150,534 | 20,017 | 51,887 CHF | 7,275 CHF | 99.63% | 99.63% |
07/10/2024 | 5.27% | 0.34 CHF | 0.35 CHF | 150,000 | 25,000 | 154,148 | 20,080 | 51,591 CHF | 7,052 CHF | 79.04% | 79.04% |
04/10/2024 | 4.40% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 127,196 | 20,016 | 52,908 CHF | 8,689 CHF | 99.63% | 99.63% |