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 | 0.80% | 1.24 CHF | 1.25 CHF | 140,000 | 140,000 | 133,726 | 133,726 | 166,432 CHF | 167,770 CHF | 100.00% | 100.00% |
16/10/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 140,000 | 140,000 | 133,036 | 133,036 | 166,126 CHF | 167,456 CHF | 100.00% | 100.00% |
15/10/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 130,000 | 130,000 | 131,735 | 131,735 | 167,384 CHF | 168,701 CHF | 100.00% | 100.00% |
14/10/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 176,066 CHF | 177,366 CHF | 99.47% | 99.47% |
11/10/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 174,828 CHF | 176,128 CHF | 99.76% | 99.76% |
10/10/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 168,878 CHF | 170,178 CHF | 100.00% | 100.00% |
09/10/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 167,593 CHF | 168,993 CHF | 99.85% | 99.85% |
08/10/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 140,000 | 140,000 | 139,643 | 139,643 | 155,548 CHF | 156,948 CHF | 100.00% | 100.00% |
07/10/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 154,853 CHF | 156,253 CHF | 100.00% | 100.00% |
04/10/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 148,907 CHF | 150,307 CHF | 99.69% | 99.69% |