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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/10/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 854,708 CHF | 856,708 CHF | 99.63% | 99.63% |
07/10/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 400,000 | 400,000 | 259,537 | 259,537 | 1,112,220 CHF | 1,114,810 CHF | 93.59% | 100.00% |
04/10/2024 | 0.24% | 4.27 CHF | 4.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 848,753 CHF | 850,753 CHF | 65.73% | 100.00% |
03/10/2024 | 0.23% | 4.27 CHF | 4.26 CHF | 600,000 | 200,000 | 483,101 | 483,101 | 2,061,490 CHF | 2,066,320 CHF | 64.62% | 100.00% |
02/10/2024 | 0.24% | 4.25 CHF | 4.22 CHF | 200,000 | 200,000 | 218,800 | 218,800 | 919,074 CHF | 921,262 CHF | 72.20% | 99.68% |
01/10/2024 | 0.24% | 4.19 CHF | 4.18 CHF | 200,000 | 400,000 | 292,555 | 292,555 | 1,225,700 CHF | 1,228,620 CHF | 4.08% | 100.00% |
30/09/2024 | 0.24% | 4.17 CHF | 4.15 CHF | 200,000 | 200,000 | 244,974 | 244,974 | 1,015,960 CHF | 1,018,410 CHF | 41.64% | 100.00% |
27/09/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 833,674 CHF | 835,674 CHF | 94.86% | 94.86% |
26/09/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 840,590 CHF | 842,590 CHF | 96.32% | 96.32% |
25/09/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 837,448 CHF | 839,448 CHF | 98.87% | 98.87% |