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 | 41.87% | 0.02 CHF | 0.03 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 29,263 CHF | 5,902 CHF | 99.27% | 99.27% |
24/10/2024 | 35.93% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 35,759 CHF | 6,768 CHF | 99.06% | 99.06% |
23/10/2024 | 21.02% | 0.03 CHF | 0.04 CHF | 1,500,000 | 200,000 | 1,500,000 | 194,201 | 68,823 CHF | 10,659 CHF | 98.51% | 98.51% |
22/10/2024 | 8.59% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 167,330 CHF | 24,311 CHF | 97.41% | 97.41% |
21/10/2024 | 8.48% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 169,656 CHF | 24,621 CHF | 99.27% | 99.27% |
18/10/2024 | 7.50% | 0.13 CHF | 0.14 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 192,573 CHF | 27,676 CHF | 99.27% | 99.27% |
17/10/2024 | 8.25% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 174,603 CHF | 25,280 CHF | 99.27% | 99.27% |
16/10/2024 | 10.20% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 140,918 CHF | 20,789 CHF | 99.05% | 99.05% |
15/10/2024 | 8.76% | 0.11 CHF | 0.12 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 164,328 CHF | 23,910 CHF | 99.24% | 99.24% |
14/10/2024 | 8.52% | 0.12 CHF | 0.13 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 168,831 CHF | 24,511 CHF | 98.98% | 98.98% |