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 | 0.79% | 78.91 % | 79.54 % | 60,000 | 20,000 | 60,000 | 29,782 | 47,615 CHF | 23,883 CHF | 79.38% | 100.00% |
29/10/2024 | 0.79% | 80.31 % | 80.95 % | 60,000 | 60,000 | 60,000 | 59,456 | 48,148 CHF | 48,092 CHF | 100.00% | 100.00% |
28/10/2024 | 0.79% | 80.73 % | 81.37 % | 60,000 | 60,000 | 60,000 | 60,000 | 48,438 CHF | 48,822 CHF | 100.00% | 100.00% |
25/10/2024 | 0.79% | 80.06 % | 80.70 % | 60,000 | 60,000 | 60,000 | 41,081 | 48,643 CHF | 33,592 CHF | 100.00% | 100.00% |
24/10/2024 | 0.79% | 82.95 % | 83.61 % | 60,000 | 40,000 | 60,000 | 51,445 | 50,683 CHF | 43,860 CHF | 99.17% | 99.17% |
23/10/2024 | 0.79% | 86.71 % | 87.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 51,962 CHF | 52,374 CHF | 96.19% | 96.19% |
22/10/2024 | 0.79% | 88.04 % | 88.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 52,605 CHF | 53,023 CHF | 100.00% | 100.00% |
21/10/2024 | 0.79% | 86.59 % | 87.28 % | 45,000 | 60,000 | 57,431 | 54,721 | 49,385 CHF | 47,559 CHF | 83.88% | 83.88% |
18/10/2024 | 0.79% | 84.01 % | 84.68 % | 60,000 | 60,000 | 60,000 | 60,000 | 50,401 CHF | 50,803 CHF | 100.00% | 100.00% |
17/10/2024 | 0.79% | 84.00 % | 84.67 % | 60,000 | 60,000 | 60,000 | 60,000 | 50,400 CHF | 50,802 CHF | 100.00% | 100.00% |