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 | 8.38% | 0.10 CHF | 0.11 CHF | 160,000 | 160,000 | 69,209 | 69,178 | 7,812 CHF | 8,510 CHF | 99.87% | 99.87% |
29/10/2024 | 11.56% | 0.08 CHF | 0.09 CHF | 170,000 | 170,000 | 96,189 | 96,189 | 7,984 CHF | 8,950 CHF | 99.73% | 99.73% |
28/10/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 98,752 | 97,672 | 7,821 CHF | 8,719 CHF | 99.88% | 99.88% |
25/10/2024 | 13.96% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 83,862 | 83,862 | 5,852 CHF | 6,695 CHF | 100.00% | 100.00% |
24/10/2024 | 13.76% | 0.07 CHF | 0.08 CHF | 190,000 | 190,000 | 85,547 | 85,498 | 5,885 CHF | 6,741 CHF | 99.69% | 99.69% |
23/10/2024 | 15.66% | 0.06 CHF | 0.07 CHF | 190,000 | 190,000 | 84,120 | 84,120 | 5,439 CHF | 6,299 CHF | 100.00% | 100.00% |
22/10/2024 | 15.41% | 0.06 CHF | 0.07 CHF | 190,000 | 190,000 | 85,520 | 85,520 | 5,173 CHF | 6,032 CHF | 99.90% | 99.90% |
21/10/2024 | 15.20% | 0.06 CHF | 0.07 CHF | 180,000 | 180,000 | 83,868 | 83,868 | 5,287 CHF | 6,129 CHF | 100.00% | 100.00% |
18/10/2024 | 14.22% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 83,939 | 83,939 | 5,659 CHF | 6,501 CHF | 99.90% | 99.90% |
17/10/2024 | 13.63% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 83,889 | 83,850 | 5,784 CHF | 6,626 CHF | 99.30% | 99.30% |