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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/10/2024 | 8.10% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 216,098 | 25,000 | 50,472 CHF | 6,341 CHF | 94.31% | 94.31% |
29/10/2024 | 5.88% | 0.29 CHF | 0.31 CHF | 180,000 | 25,000 | 157,960 | 25,000 | 51,473 CHF | 8,682 CHF | 99.48% | 99.48% |
28/10/2024 | 6.18% | 0.30 CHF | 0.32 CHF | 170,000 | 25,000 | 167,078 | 25,000 | 51,730 CHF | 8,255 CHF | 100.00% | 100.00% |
25/10/2024 | 6.12% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 165,932 | 25,000 | 51,875 CHF | 8,318 CHF | 99.12% | 99.12% |
24/10/2024 | 5.99% | 0.31 CHF | 0.33 CHF | 170,000 | 25,000 | 165,674 | 24,946 | 51,856 CHF | 8,307 CHF | 98.88% | 98.88% |
23/10/2024 | 7.46% | 0.24 CHF | 0.26 CHF | 210,000 | 25,000 | 202,486 | 25,000 | 50,594 CHF | 6,735 CHF | 100.00% | 100.00% |
22/10/2024 | 7.21% | 0.27 CHF | 0.29 CHF | 190,000 | 25,000 | 197,396 | 25,000 | 51,108 CHF | 6,965 CHF | 100.00% | 100.00% |
21/10/2024 | 6.98% | 0.26 CHF | 0.28 CHF | 200,000 | 25,000 | 188,444 | 25,000 | 51,208 CHF | 7,304 CHF | 99.67% | 99.67% |
18/10/2024 | 8.46% | 0.31 CHF | 0.34 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 4,179 CHF | 4,548 CHF | 95.84% | 95.84% |
17/10/2024 | 6.64% | 0.28 CHF | 0.30 CHF | 180,000 | 25,000 | 179,887 | 25,000 | 51,276 CHF | 7,630 CHF | 96.85% | 96.85% |