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 | 1.10% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,234 | 50,000 | 57,241 CHF | 48,879 CHF | 100.00% | 100.00% |
08/10/2024 | 1.10% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 51,857 | 50,000 | 52,807 CHF | 51,544 CHF | 99.00% | 99.00% |
07/10/2024 | 1.21% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,222 CHF | 45,736 CHF | 100.00% | 100.00% |
04/10/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 65,389 | 50,000 | 54,726 CHF | 42,426 CHF | 89.38% | 89.38% |
03/10/2024 | 1.40% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,718 | 50,000 | 56,352 CHF | 40,993 CHF | 99.17% | 99.17% |
02/10/2024 | 1.30% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 62,018 | 50,000 | 52,696 CHF | 43,079 CHF | 100.00% | 100.00% |
01/10/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 61,452 | 50,000 | 53,163 CHF | 43,885 CHF | 98.89% | 98.89% |
30/09/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,388 | 50,000 | 51,908 CHF | 42,797 CHF | 100.00% | 100.00% |
27/09/2024 | 1.17% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,998 CHF | 46,370 CHF | 100.00% | 100.00% |
26/09/2024 | 1.27% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 48,246 | 55,853 CHF | 45,474 CHF | 98.32% | 98.32% |