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 | 4.23% | 0.26 CHF | 0.27 CHF | 75,828 | 50,000 | 75,653 | 50,000 | 19,990 CHF | 13,777 CHF | 99.00% | 99.00% |
07/10/2024 | 3.00% | 0.38 CHF | 0.39 CHF | 77,185 | 50,000 | 77,285 | 50,000 | 29,422 CHF | 19,610 CHF | 100.00% | 100.00% |
04/10/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 77,895 | 50,000 | 77,994 | 50,000 | 35,111 CHF | 23,038 CHF | 89.38% | 89.38% |
03/10/2024 | 2.30% | 0.47 CHF | 0.48 CHF | 78,166 | 50,000 | 78,188 | 50,000 | 37,453 CHF | 24,507 CHF | 99.17% | 99.17% |
02/10/2024 | 2.47% | 0.44 CHF | 0.45 CHF | 77,563 | 50,000 | 77,297 | 50,000 | 33,821 CHF | 22,421 CHF | 100.00% | 100.00% |
01/10/2024 | 2.63% | 0.49 CHF | 0.50 CHF | 77,747 | 50,000 | 76,958 | 50,000 | 32,603 CHF | 21,739 CHF | 100.00% | 100.00% |
30/09/2024 | 2.56% | 0.44 CHF | 0.45 CHF | 77,007 | 50,000 | 76,985 | 50,000 | 34,285 CHF | 22,842 CHF | 100.00% | 100.00% |
27/09/2024 | 2.88% | 0.41 CHF | 0.42 CHF | 76,286 | 50,000 | 76,052 | 50,000 | 28,810 CHF | 19,490 CHF | 100.00% | 100.00% |
26/09/2024 | 3.21% | 0.37 CHF | 0.38 CHF | 76,214 | 50,000 | 76,282 | 48,246 | 27,820 CHF | 18,156 CHF | 98.32% | 98.32% |
25/09/2024 | 2.88% | 0.37 CHF | 0.39 CHF | 76,451 | 50,000 | 76,472 | 50,000 | 29,273 CHF | 19,697 CHF | 96.40% | 96.40% |