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 | 4.35% | 0.21 CHF | 0.22 CHF | 130,000 | 130,000 | 126,604 | 126,604 | 28,455 CHF | 29,721 CHF | 100.00% | 100.00% |
29/10/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 136,355 | 136,355 | 33,430 CHF | 34,794 CHF | 100.00% | 100.00% |
28/10/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 136,351 | 136,351 | 29,726 CHF | 31,089 CHF | 100.00% | 100.00% |
25/10/2024 | 5.33% | 0.21 CHF | 0.22 CHF | 160,000 | 160,000 | 155,826 | 155,826 | 28,635 CHF | 30,193 CHF | 100.00% | 100.00% |
24/10/2024 | 5.42% | 0.16 CHF | 0.17 CHF | 160,000 | 160,000 | 154,871 | 154,871 | 27,816 CHF | 29,364 CHF | 100.00% | 100.00% |
23/10/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 146,093 | 146,093 | 25,514 CHF | 26,974 CHF | 100.00% | 100.00% |
22/10/2024 | 5.23% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 153,225 | 153,225 | 28,608 CHF | 30,140 CHF | 99.00% | 99.00% |
21/10/2024 | 4.91% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 146,091 | 146,091 | 29,016 CHF | 30,476 CHF | 100.00% | 100.00% |
18/10/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 160,000 | 160,000 | 155,830 | 155,830 | 31,547 CHF | 33,105 CHF | 100.00% | 100.00% |
17/10/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 146,092 | 146,092 | 26,174 CHF | 27,635 CHF | 100.00% | 100.00% |