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 | 31.09% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 209,970 | 209,970 | 5,711 CHF | 7,810 CHF | 100.00% | 100.00% |
29/10/2024 | 28.68% | 0.03 CHF | 0.04 CHF | 210,000 | 210,000 | 204,960 | 204,960 | 6,131 CHF | 8,180 CHF | 100.00% | 100.00% |
28/10/2024 | 34.38% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 214,260 | 214,260 | 5,176 CHF | 7,319 CHF | 100.00% | 100.00% |
25/10/2024 | 41.81% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,272 | 214,272 | 4,090 CHF | 6,233 CHF | 100.00% | 100.00% |
24/10/2024 | 41.84% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,266 | 214,266 | 4,070 CHF | 6,213 CHF | 100.00% | 100.00% |
23/10/2024 | 43.03% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,271 | 214,271 | 3,913 CHF | 6,056 CHF | 100.00% | 100.00% |
22/10/2024 | 38.13% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,210 | 214,210 | 4,572 CHF | 6,714 CHF | 99.06% | 99.06% |
21/10/2024 | 34.45% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,267 | 214,267 | 5,158 CHF | 7,301 CHF | 100.00% | 100.00% |
18/10/2024 | 32.34% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 214,263 | 214,263 | 5,557 CHF | 7,699 CHF | 100.00% | 100.00% |
17/10/2024 | 36.93% | 0.02 CHF | 0.03 CHF | 220,000 | 220,000 | 214,274 | 214,274 | 4,735 CHF | 6,878 CHF | 100.00% | 100.00% |