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 | 0.54% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,519 CHF | 92,019 CHF | 99.50% | 99.50% |
16/10/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,027 CHF | 85,527 CHF | 99.58% | 99.58% |
15/10/2024 | 0.53% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,796 CHF | 94,296 CHF | 99.59% | 99.59% |
14/10/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,149 CHF | 89,649 CHF | 99.49% | 99.49% |
11/10/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,612 CHF | 84,112 CHF | 99.52% | 99.52% |
10/10/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,151 CHF | 85,651 CHF | 99.49% | 99.49% |
09/10/2024 | 0.61% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,644 CHF | 82,144 CHF | 99.53% | 99.53% |
08/10/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,049 CHF | 79,549 CHF | 99.51% | 99.51% |
07/10/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,519 CHF | 85,019 CHF | 99.51% | 99.51% |
04/10/2024 | 0.60% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,909 CHF | 83,409 CHF | 99.53% | 99.53% |