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 | 7.42% | 0.13 CHF | 0.14 CHF | 380,000 | 380,000 | 161,033 | 160,963 | 21,907 CHF | 23,530 CHF | 99.69% | 99.69% |
29/10/2024 | 9.70% | 0.10 CHF | 0.11 CHF | 420,000 | 420,000 | 229,451 | 229,451 | 22,981 CHF | 25,286 CHF | 99.74% | 99.74% |
28/10/2024 | 10.19% | 0.10 CHF | 0.11 CHF | 440,000 | 440,000 | 232,847 | 230,450 | 22,654 CHF | 24,742 CHF | 99.89% | 99.89% |
25/10/2024 | 11.09% | 0.09 CHF | 0.10 CHF | 440,000 | 440,000 | 194,661 | 194,661 | 17,268 CHF | 19,223 CHF | 100.00% | 100.00% |
24/10/2024 | 11.19% | 0.09 CHF | 0.10 CHF | 460,000 | 460,000 | 197,522 | 197,414 | 17,024 CHF | 18,998 CHF | 99.69% | 99.69% |
23/10/2024 | 12.39% | 0.08 CHF | 0.09 CHF | 460,000 | 460,000 | 199,314 | 199,314 | 16,529 CHF | 18,568 CHF | 100.00% | 100.00% |
22/10/2024 | 12.00% | 0.08 CHF | 0.09 CHF | 460,000 | 460,000 | 199,633 | 199,633 | 15,864 CHF | 17,869 CHF | 99.90% | 99.90% |
21/10/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 440,000 | 440,000 | 193,841 | 193,841 | 16,007 CHF | 17,954 CHF | 100.00% | 100.00% |
18/10/2024 | 11.23% | 0.09 CHF | 0.10 CHF | 440,000 | 440,000 | 194,906 | 194,906 | 16,911 CHF | 18,868 CHF | 99.90% | 99.90% |
17/10/2024 | 10.90% | 0.09 CHF | 0.10 CHF | 440,000 | 440,000 | 194,394 | 194,306 | 17,102 CHF | 19,051 CHF | 99.30% | 99.30% |