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 | 7.85% | 0.11 CHF | 0.12 CHF | 118,188 | 75,000 | 117,983 | 75,000 | 14,564 CHF | 10,012 CHF | 97.09% | 97.09% |
29/10/2024 | 6.25% | 0.15 CHF | 0.16 CHF | 117,343 | 75,000 | 116,770 | 75,000 | 18,141 CHF | 12,404 CHF | 100.00% | 100.00% |
28/10/2024 | 5.06% | 0.18 CHF | 0.19 CHF | 115,364 | 75,000 | 115,018 | 75,000 | 22,202 CHF | 15,228 CHF | 40.92% | 40.92% |
25/10/2024 | 5.75% | 0.15 CHF | 0.16 CHF | 116,846 | 75,000 | 115,907 | 75,000 | 19,806 CHF | 13,576 CHF | 27.22% | 27.22% |
24/10/2024 | 3.51% | 0.24 CHF | 0.25 CHF | 113,379 | 75,000 | 111,783 | 74,466 | 31,655 CHF | 21,859 CHF | 99.59% | 99.59% |
23/10/2024 | 2.77% | 0.37 CHF | 0.38 CHF | 109,059 | 75,000 | 109,378 | 75,000 | 39,075 CHF | 27,551 CHF | 100.00% | 100.00% |
22/10/2024 | 3.29% | 0.42 CHF | 0.43 CHF | 106,849 | 75,000 | 79,003 | 59,954 | 33,181 CHF | 25,750 CHF | 100.00% | 100.00% |
21/10/2024 | 2.46% | 0.37 CHF | 0.38 CHF | 108,572 | 75,000 | 107,588 | 75,000 | 43,209 CHF | 30,875 CHF | 75.24% | 75.24% |
18/10/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 107,890 | 75,000 | 108,133 | 75,000 | 42,267 CHF | 30,068 CHF | 100.00% | 100.00% |
17/10/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 111,354 | 75,000 | 110,927 | 75,000 | 33,911 CHF | 23,680 CHF | 97.36% | 97.36% |