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 | 5.23% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 83,871 CHF | 29,457 CHF | 99.27% | 99.27% |
16/10/2024 | 5.33% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 82,261 CHF | 28,920 CHF | 99.03% | 99.03% |
15/10/2024 | 5.21% | 0.20 CHF | 0.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 84,146 CHF | 29,549 CHF | 99.24% | 99.24% |
14/10/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 81,034 CHF | 28,511 CHF | 98.94% | 98.94% |
11/10/2024 | 5.39% | 0.19 CHF | 0.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 81,330 CHF | 28,610 CHF | 99.27% | 99.27% |
10/10/2024 | 5.67% | 0.18 CHF | 0.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 77,157 CHF | 27,219 CHF | 99.26% | 99.26% |
09/10/2024 | 6.08% | 0.17 CHF | 0.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 71,799 CHF | 25,433 CHF | 99.27% | 99.27% |
08/10/2024 | 6.25% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 69,825 CHF | 24,775 CHF | 97.94% | 97.94% |
07/10/2024 | 6.13% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 71,157 CHF | 25,219 CHF | 99.30% | 99.30% |
04/10/2024 | 6.79% | 0.15 CHF | 0.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 64,130 CHF | 22,877 CHF | 99.25% | 99.25% |