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 | 0.60% | 83.31 % | 83.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,903 CHF | 210,153 CHF | 100.00% | 100.00% |
29/10/2024 | 0.59% | 84.21 % | 84.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,863 CHF | 212,113 CHF | 100.00% | 100.00% |
28/10/2024 | 0.58% | 84.92 % | 85.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,109 CHF | 214,359 CHF | 100.00% | 100.00% |
25/10/2024 | 0.59% | 84.16 % | 84.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,318 CHF | 213,568 CHF | 100.00% | 100.00% |
24/10/2024 | 0.57% | 86.27 % | 86.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,475 CHF | 219,725 CHF | 95.40% | 95.40% |
23/10/2024 | 0.56% | 89.46 % | 89.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,865 CHF | 224,115 CHF | 100.00% | 100.00% |
22/10/2024 | 0.55% | 90.75 % | 91.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,222 CHF | 227,472 CHF | 95.47% | 95.47% |
21/10/2024 | 0.55% | 89.34 % | 89.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,977 CHF | 226,227 CHF | 99.03% | 99.03% |
18/10/2024 | 0.56% | 89.90 % | 90.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,402 CHF | 225,652 CHF | 100.00% | 100.00% |
17/10/2024 | 0.57% | 87.57 % | 88.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,091 CHF | 220,341 CHF | 99.77% | 99.77% |