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 | 66.50% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 189,952 | 33,682 | 3,689 CHF | 1,010 CHF | 99.43% | 99.43% |
24/10/2024 | 79.21% | 0.01 CHF | 0.03 CHF | 25,000 | 25,000 | 24,865 | 24,865 | 362 CHF | 805 CHF | 98.78% | 98.78% |
23/10/2024 | 33.00% | 0.02 CHF | 0.04 CHF | 25,000 | 25,000 | 233,427 | 35,970 | 7,396 CHF | 1,553 CHF | 90.18% | 90.18% |
22/10/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 35,418 CHF | 4,042 CHF | 99.06% | 99.06% |
21/10/2024 | 13.09% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 35,768 CHF | 4,077 CHF | 99.90% | 99.90% |
18/10/2024 | 12.04% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 39,126 CHF | 4,413 CHF | 78.14% | 78.14% |
17/10/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 33,112 CHF | 3,811 CHF | 81.94% | 81.94% |
16/10/2024 | 20.09% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 22,636 CHF | 2,764 CHF | 89.58% | 89.58% |
15/10/2024 | 16.82% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,440 CHF | 3,244 CHF | 92.63% | 92.63% |
14/10/2024 | 16.92% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,260 CHF | 3,226 CHF | 97.55% | 97.55% |