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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
23/10/2024 | 10.33% | 0.05 CHF | 0.09 CHF | 182,761 | 50,000 | 153,866 | 46,024 | 14,045 CHF | 4,935 CHF | 7.13% | 12.34% |
22/10/2024 | 4.47% | 0.23 CHF | 0.24 CHF | 161,940 | 50,000 | 163,283 | 50,000 | 35,787 CHF | 11,460 CHF | 100.00% | 100.00% |
21/10/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 162,989 | 50,000 | 163,095 | 50,000 | 35,876 CHF | 11,500 CHF | 100.00% | 100.00% |
18/10/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 161,537 | 50,000 | 161,840 | 50,000 | 38,523 CHF | 12,403 CHF | 100.00% | 100.00% |
17/10/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 162,862 | 50,000 | 163,806 | 50,000 | 35,455 CHF | 11,324 CHF | 96.43% | 96.43% |
16/10/2024 | 5.60% | 0.21 CHF | 0.22 CHF | 163,946 | 50,000 | 167,682 | 50,000 | 29,317 CHF | 9,251 CHF | 87.62% | 87.62% |
15/10/2024 | 4.52% | 0.21 CHF | 0.22 CHF | 164,322 | 50,000 | 163,370 | 50,000 | 35,368 CHF | 11,327 CHF | 100.00% | 100.00% |
14/10/2024 | 4.64% | 0.22 CHF | 0.23 CHF | 162,644 | 50,000 | 163,710 | 50,000 | 34,503 CHF | 11,041 CHF | 100.00% | 100.00% |
11/10/2024 | 4.76% | 0.21 CHF | 0.22 CHF | 162,862 | 50,000 | 163,542 | 49,765 | 33,680 CHF | 10,755 CHF | 99.62% | 99.62% |