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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09/10/2024 | 0.82% | 2.53 CHF | 2.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 187,289 CHF | 188,832 CHF | 100.00% | 100.00% |
08/10/2024 | 0.86% | 2.42 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,512 CHF | 183,078 CHF | 100.00% | 100.00% |
07/10/2024 | 0.87% | 2.42 CHF | 2.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,475 CHF | 184,064 CHF | 41.76% | 41.76% |
04/10/2024 | 0.86% | 2.40 CHF | 2.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 178,672 CHF | 180,221 CHF | 89.38% | 89.38% |
03/10/2024 | 0.85% | 2.39 CHF | 2.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,056 CHF | 182,607 CHF | 98.96% | 98.96% |
02/10/2024 | 0.88% | 2.37 CHF | 2.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,638 CHF | 179,202 CHF | 100.00% | 100.00% |
01/10/2024 | 0.86% | 2.36 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 179,856 CHF | 181,411 CHF | 99.49% | 99.49% |
30/09/2024 | 0.87% | 2.39 CHF | 2.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 179,155 CHF | 180,721 CHF | 100.00% | 100.00% |
27/09/2024 | 0.86% | 2.44 CHF | 2.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,444 CHF | 184,028 CHF | 98.99% | 98.99% |
26/09/2024 | 0.90% | 2.45 CHF | 2.47 CHF | 75,000 | 75,000 | 72,955 | 72,955 | 178,777 CHF | 180,366 CHF | 98.63% | 98.63% |