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 | 3.13% | 0.63 CHF | 0.65 CHF | 80,000 | 25,000 | 86,166 | 25,000 | 53,572 CHF | 16,049 CHF | 94.31% | 94.31% |
29/10/2024 | 2.73% | 0.67 CHF | 0.69 CHF | 80,000 | 25,000 | 76,979 | 25,000 | 54,024 CHF | 18,055 CHF | 99.48% | 99.48% |
28/10/2024 | 2.84% | 0.67 CHF | 0.69 CHF | 80,000 | 25,000 | 79,360 | 25,000 | 54,191 CHF | 17,570 CHF | 100.00% | 100.00% |
25/10/2024 | 2.87% | 0.68 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,072 CHF | 17,390 CHF | 99.12% | 99.12% |
24/10/2024 | 2.79% | 0.68 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 24,946 | 54,675 CHF | 17,531 CHF | 98.88% | 98.88% |
23/10/2024 | 3.03% | 0.61 CHF | 0.63 CHF | 90,000 | 25,000 | 86,101 | 25,000 | 53,716 CHF | 16,085 CHF | 100.00% | 100.00% |
22/10/2024 | 3.08% | 0.64 CHF | 0.66 CHF | 80,000 | 25,000 | 84,249 | 25,000 | 52,844 CHF | 16,185 CHF | 100.00% | 100.00% |
21/10/2024 | 2.90% | 0.63 CHF | 0.65 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,170 CHF | 16,783 CHF | 99.67% | 99.67% |
18/10/2024 | 4.00% | 0.70 CHF | 0.73 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 8,992 CHF | 9,359 CHF | 95.84% | 95.84% |
17/10/2024 | 2.90% | 0.66 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,299 CHF | 17,145 CHF | 96.85% | 96.85% |