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 | 40.63% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 8,835 CHF | 4,445 CHF | 99.23% | 99.23% |
29/10/2024 | 42.26% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 8,472 CHF | 4,324 CHF | 98.57% | 98.57% |
28/10/2024 | 41.75% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 8,541 CHF | 4,347 CHF | 93.92% | 93.92% |
25/10/2024 | 36.83% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 9,984 CHF | 4,828 CHF | 99.27% | 99.27% |
24/10/2024 | 30.64% | 0.02 CHF | 0.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 12,461 CHF | 5,654 CHF | 99.06% | 99.06% |
23/10/2024 | 26.42% | 0.03 CHF | 0.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 14,808 CHF | 6,436 CHF | 99.27% | 99.27% |
22/10/2024 | 24.30% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 16,300 CHF | 6,933 CHF | 97.50% | 97.50% |
21/10/2024 | 23.64% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 16,883 CHF | 7,128 CHF | 99.27% | 99.27% |
18/10/2024 | 21.45% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 18,761 CHF | 7,754 CHF | 99.27% | 99.27% |
17/10/2024 | 26.18% | 0.04 CHF | 0.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 15,019 CHF | 6,506 CHF | 99.24% | 99.24% |