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 | 6.25% | 0.15 CHF | 0.16 CHF | 190,000 | 190,000 | 81,851 | 81,820 | 12,938 CHF | 13,764 CHF | 99.69% | 99.69% |
29/10/2024 | 8.36% | 0.11 CHF | 0.12 CHF | 210,000 | 210,000 | 117,478 | 117,478 | 13,719 CHF | 14,899 CHF | 99.73% | 99.73% |
28/10/2024 | 8.88% | 0.12 CHF | 0.13 CHF | 220,000 | 220,000 | 118,710 | 117,445 | 13,370 CHF | 14,411 CHF | 99.89% | 99.89% |
25/10/2024 | 9.80% | 0.11 CHF | 0.12 CHF | 220,000 | 220,000 | 100,047 | 100,047 | 10,129 CHF | 11,134 CHF | 100.00% | 100.00% |
24/10/2024 | 9.77% | 0.10 CHF | 0.11 CHF | 230,000 | 230,000 | 102,112 | 102,053 | 10,139 CHF | 11,158 CHF | 99.69% | 99.69% |
23/10/2024 | 11.01% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 101,816 | 101,816 | 9,601 CHF | 10,643 CHF | 100.00% | 100.00% |
22/10/2024 | 10.75% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 102,487 | 102,487 | 9,151 CHF | 10,180 CHF | 99.90% | 99.90% |
21/10/2024 | 10.65% | 0.09 CHF | 0.10 CHF | 220,000 | 220,000 | 100,053 | 100,053 | 9,217 CHF | 10,222 CHF | 100.00% | 100.00% |
18/10/2024 | 10.03% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 100,135 | 100,135 | 9,799 CHF | 10,805 CHF | 99.90% | 99.90% |
17/10/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 220,000 | 220,000 | 100,049 | 100,005 | 9,929 CHF | 10,932 CHF | 99.30% | 99.30% |