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 | 0.72% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 24,767 | 24,767 | 34,611 CHF | 34,859 CHF | 100.00% | 100.00% |
16/10/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 34,747 CHF | 34,995 CHF | 100.00% | 100.00% |
15/10/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 24,578 | 24,578 | 35,017 CHF | 35,264 CHF | 100.00% | 100.00% |
14/10/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 24,000 | 24,000 | 23,775 | 23,775 | 35,786 CHF | 36,024 CHF | 100.00% | 100.00% |
11/10/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 24,000 | 24,000 | 23,774 | 23,774 | 35,554 CHF | 35,792 CHF | 100.00% | 100.00% |
10/10/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 24,000 | 24,000 | 24,133 | 24,133 | 35,018 CHF | 35,260 CHF | 100.00% | 100.00% |
09/10/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 24,786 | 24,786 | 33,483 CHF | 33,731 CHF | 100.00% | 100.00% |
08/10/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 26,000 | 26,000 | 25,757 | 25,757 | 32,713 CHF | 32,971 CHF | 100.00% | 100.00% |
07/10/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 26,000 | 26,000 | 25,755 | 25,755 | 32,532 CHF | 32,790 CHF | 100.00% | 100.00% |
04/10/2024 | 0.83% | 1.24 CHF | 1.24 CHF | 26,000 | 26,000 | 27,124 | 27,124 | 33,105 CHF | 33,377 CHF | 88.54% | 100.00% |