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 | 1.51% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,860 CHF | 66,860 CHF | 89.57% | 89.57% |
29/10/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,549 CHF | 63,549 CHF | 99.44% | 99.44% |
28/10/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,565 CHF | 66,565 CHF | 97.67% | 97.67% |
25/10/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,450 CHF | 65,450 CHF | 97.16% | 97.16% |
24/10/2024 | 1.50% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,182 CHF | 67,182 CHF | 95.40% | 95.40% |
23/10/2024 | 1.40% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,920 CHF | 71,920 CHF | 94.60% | 94.60% |
22/10/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,228 CHF | 75,228 CHF | 97.94% | 97.94% |
21/10/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,653 CHF | 74,653 CHF | 99.06% | 99.06% |
18/10/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,224 CHF | 77,224 CHF | 99.35% | 99.35% |
17/10/2024 | 1.22% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,733 CHF | 82,733 CHF | 99.44% | 99.44% |