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 | 1.31% | 0.74 CHF | 0.75 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 52,909 CHF | 53,609 CHF | 99.53% | 99.53% |
16/10/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,120 CHF | 54,820 CHF | 99.55% | 99.55% |
15/10/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,054 CHF | 54,754 CHF | 99.50% | 99.50% |
14/10/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 48,890 CHF | 49,490 CHF | 99.53% | 99.53% |
11/10/2024 | 1.17% | 0.82 CHF | 0.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 51,000 CHF | 51,600 CHF | 99.52% | 99.52% |
10/10/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 51,486 CHF | 52,086 CHF | 99.51% | 99.51% |
09/10/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 50,445 CHF | 51,045 CHF | 99.51% | 99.51% |
08/10/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 51,244 CHF | 51,844 CHF | 99.51% | 99.51% |
07/10/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 52,165 CHF | 52,765 CHF | 99.50% | 99.50% |
04/10/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 51,865 CHF | 52,465 CHF | 99.42% | 99.47% |