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 | 36.82% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 32,341 CHF | 2,343 CHF | 94.31% | 94.31% |
29/10/2024 | 27.52% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 37,765 CHF | 2,487 CHF | 99.48% | 99.48% |
28/10/2024 | 33.10% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,824 CHF | 2,499 CHF | 100.00% | 100.00% |
25/10/2024 | 35.29% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,000 CHF | 2,500 CHF | 99.12% | 99.12% |
24/10/2024 | 33.55% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 499,500 | 24,933 | 35,581 CHF | 2,490 CHF | 98.88% | 98.88% |
23/10/2024 | 34.01% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 33,572 CHF | 2,365 CHF | 100.00% | 100.00% |
22/10/2024 | 35.17% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 33,484 CHF | 2,387 CHF | 100.00% | 100.00% |
21/10/2024 | 32.95% | 0.07 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 35,868 CHF | 2,499 CHF | 99.67% | 99.67% |
18/10/2024 | 31.24% | 0.08 CHF | 0.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 1,000 CHF | 1,371 CHF | 95.84% | 95.84% |
17/10/2024 | 23.29% | 0.08 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 39,474 CHF | 2,493 CHF | 96.85% | 96.85% |