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 | 1.00% | 23.68 CHF | 23.92 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,237 CHF | 119,424 CHF | 96.76% | 96.76% |
08/10/2024 | 1.00% | 23.62 CHF | 23.86 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,024 CHF | 119,209 CHF | 95.14% | 95.14% |
07/10/2024 | 1.00% | 23.66 CHF | 23.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,207 CHF | 119,401 CHF | 92.22% | 92.22% |
04/10/2024 | 1.00% | 23.58 CHF | 23.82 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,764 CHF | 118,953 CHF | 88.05% | 88.05% |
03/10/2024 | 1.00% | 23.52 CHF | 23.76 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,663 CHF | 118,844 CHF | 88.62% | 88.62% |
02/10/2024 | 1.00% | 23.54 CHF | 23.78 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,767 CHF | 118,951 CHF | 98.85% | 98.85% |
01/10/2024 | 1.00% | 23.52 CHF | 23.74 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,842 CHF | 119,022 CHF | 83.82% | 83.82% |
30/09/2024 | 1.00% | 23.54 CHF | 23.78 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,696 CHF | 118,878 CHF | 97.30% | 97.30% |
27/09/2024 | 1.01% | 23.56 CHF | 23.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,802 CHF | 118,992 CHF | 91.90% | 91.90% |
26/09/2024 | 1.00% | 23.54 CHF | 23.78 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,771 CHF | 118,956 CHF | 95.54% | 95.54% |