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 | 2.02% | 0.49 CHF | 0.50 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 122,292 CHF | 2,496 CHF | 99.17% | 99.17% |
16/10/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 122,278 CHF | 2,496 CHF | 96.27% | 96.27% |
15/10/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 119,634 CHF | 2,443 CHF | 99.17% | 99.17% |
14/10/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 115,721 CHF | 2,364 CHF | 99.17% | 99.17% |
11/10/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 113,021 CHF | 2,310 CHF | 99.17% | 99.17% |
10/10/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 108,522 CHF | 2,220 CHF | 99.17% | 99.17% |
09/10/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 111,377 CHF | 2,278 CHF | 99.17% | 99.17% |
08/10/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 111,409 CHF | 2,278 CHF | 97.84% | 97.84% |
07/10/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 111,027 CHF | 2,271 CHF | 99.17% | 99.17% |
04/10/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 250,000 | 5,000 | 250,000 | 5,000 | 120,505 CHF | 2,460 CHF | 99.13% | 99.13% |