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 | 0.57% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,483 CHF | 174,483 CHF | 99.86% | 99.86% |
16/10/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,141 CHF | 168,141 CHF | 98.75% | 98.75% |
15/10/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,849 CHF | 154,849 CHF | 100.00% | 100.00% |
14/10/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,994 CHF | 155,994 CHF | 99.57% | 99.57% |
11/10/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,267 CHF | 161,267 CHF | 94.50% | 94.50% |
10/10/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,151 CHF | 161,151 CHF | 99.99% | 99.99% |
09/10/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,327 CHF | 157,327 CHF | 100.00% | 100.00% |
08/10/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,671 CHF | 154,671 CHF | 99.83% | 99.83% |
07/10/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,555 CHF | 159,555 CHF | 100.00% | 100.00% |
04/10/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,781 CHF | 156,781 CHF | 100.00% | 100.00% |