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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/10/2024 | 59.08% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 189,952 | 33,682 | 3,718 CHF | 1,007 CHF | 99.43% | 99.43% |
24/10/2024 | 80.33% | 0.01 CHF | 0.03 CHF | 25,000 | 25,000 | 24,865 | 24,865 | 368 CHF | 831 CHF | 98.78% | 98.78% |
23/10/2024 | 34.33% | 0.03 CHF | 0.04 CHF | 25,000 | 25,000 | 233,427 | 35,970 | 7,842 CHF | 1,673 CHF | 90.18% | 90.18% |
22/10/2024 | 11.08% | 0.09 CHF | 0.10 CHF | 444,547 | 50,000 | 444,011 | 50,000 | 37,992 CHF | 4,778 CHF | 99.06% | 99.06% |
21/10/2024 | 10.93% | 0.09 CHF | 0.10 CHF | 443,908 | 50,000 | 437,975 | 50,000 | 37,977 CHF | 4,836 CHF | 93.91% | 93.91% |
18/10/2024 | 10.21% | 0.10 CHF | 0.11 CHF | 416,138 | 50,000 | 415,466 | 50,000 | 38,697 CHF | 5,156 CHF | 78.14% | 78.14% |
17/10/2024 | 11.41% | 0.09 CHF | 0.10 CHF | 447,417 | 50,000 | 454,277 | 50,000 | 38,038 CHF | 4,709 CHF | 81.94% | 81.94% |
16/10/2024 | 16.82% | 0.07 CHF | 0.08 CHF | 490,633 | 50,000 | 499,758 | 50,000 | 27,443 CHF | 3,246 CHF | 89.58% | 89.58% |
15/10/2024 | 13.84% | 0.07 CHF | 0.08 CHF | 490,762 | 50,000 | 488,316 | 50,000 | 32,967 CHF | 3,877 CHF | 92.63% | 92.63% |
14/10/2024 | 14.16% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 492,743 | 50,000 | 32,491 CHF | 3,798 CHF | 97.55% | 97.55% |