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 | 2.16% | 0.51 CHF | 0.52 CHF | 97,308 | 50,000 | 97,020 | 50,000 | 49,768 CHF | 26,209 CHF | 97.18% | 97.18% |
29/10/2024 | 2.50% | 0.50 CHF | 0.51 CHF | 100,425 | 50,000 | 98,725 | 50,000 | 49,310 CHF | 25,611 CHF | 97.04% | 97.04% |
28/10/2024 | 2.34% | 0.52 CHF | 0.53 CHF | 96,249 | 50,000 | 98,814 | 50,000 | 49,490 CHF | 25,644 CHF | 99.38% | 99.38% |
25/10/2024 | 2.40% | 0.49 CHF | 0.50 CHF | 99,077 | 50,000 | 98,846 | 50,000 | 49,481 CHF | 25,643 CHF | 93.64% | 93.64% |
24/10/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 103,632 | 50,000 | 102,389 | 49,732 | 48,579 CHF | 24,140 CHF | 99.60% | 99.60% |
23/10/2024 | 2.88% | 0.48 CHF | 0.49 CHF | 101,592 | 50,000 | 103,372 | 50,000 | 48,287 CHF | 24,045 CHF | 100.00% | 100.00% |
22/10/2024 | 2.89% | 0.49 CHF | 0.51 CHF | 100,470 | 50,000 | 102,105 | 50,000 | 48,685 CHF | 24,541 CHF | 97.04% | 97.04% |
21/10/2024 | 2.14% | 0.48 CHF | 0.50 CHF | 101,888 | 50,000 | 98,778 | 50,000 | 49,726 CHF | 25,722 CHF | 80.72% | 80.72% |
18/10/2024 | 2.55% | 0.53 CHF | 0.54 CHF | 95,596 | 50,000 | 96,407 | 50,000 | 49,536 CHF | 26,359 CHF | 94.43% | 94.43% |
17/10/2024 | 2.35% | 0.50 CHF | 0.52 CHF | 97,414 | 50,000 | 98,110 | 50,000 | 48,729 CHF | 25,428 CHF | 95.28% | 95.28% |