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 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 102,077 | 102,077 | 53,229 CHF | 54,250 CHF | 100.00% | 100.00% |
24/10/2024 | 1.90% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 108,984 | 108,984 | 56,756 CHF | 57,846 CHF | 97.42% | 97.42% |
23/10/2024 | 2.80% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 155,730 | 155,737 | 54,752 CHF | 56,312 CHF | 99.55% | 99.55% |
22/10/2024 | 5.32% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 288,435 | 288,434 | 52,754 CHF | 55,638 CHF | 98.41% | 98.41% |
21/10/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 277,354 | 277,357 | 52,386 CHF | 55,160 CHF | 99.02% | 99.02% |
18/10/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 271,254 | 271,252 | 51,893 CHF | 54,605 CHF | 100.00% | 100.00% |
17/10/2024 | 4.59% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 247,549 | 247,549 | 52,667 CHF | 55,142 CHF | 99.74% | 99.74% |
16/10/2024 | 3.98% | 0.21 CHF | 0.22 CHF | 225,000 | 225,000 | 210,962 | 210,966 | 51,971 CHF | 54,081 CHF | 98.56% | 98.56% |
15/10/2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 258,768 | 258,768 | 51,961 CHF | 54,549 CHF | 100.00% | 100.00% |
14/10/2024 | 4.65% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,983 | 249,983 | 52,605 CHF | 55,105 CHF | 99.75% | 99.75% |