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 | 5.57% | 0.18 CHF | 0.19 CHF | 380,000 | 380,000 | 162,158 | 162,097 | 30,207 CHF | 31,840 CHF | 99.69% | 99.69% |
29/10/2024 | 7.26% | 0.13 CHF | 0.14 CHF | 420,000 | 420,000 | 227,565 | 227,565 | 31,028 CHF | 33,316 CHF | 99.73% | 99.73% |
28/10/2024 | 7.55% | 0.14 CHF | 0.15 CHF | 440,000 | 440,000 | 232,068 | 229,671 | 30,848 CHF | 32,844 CHF | 99.88% | 99.88% |
25/10/2024 | 8.21% | 0.13 CHF | 0.14 CHF | 440,000 | 440,000 | 191,017 | 191,017 | 23,259 CHF | 25,178 CHF | 100.00% | 100.00% |
24/10/2024 | 8.23% | 0.12 CHF | 0.13 CHF | 460,000 | 460,000 | 198,867 | 198,759 | 23,683 CHF | 25,667 CHF | 99.69% | 99.69% |
23/10/2024 | 9.07% | 0.11 CHF | 0.12 CHF | 460,000 | 460,000 | 199,481 | 199,481 | 22,982 CHF | 25,024 CHF | 100.00% | 100.00% |
22/10/2024 | 8.72% | 0.11 CHF | 0.12 CHF | 460,000 | 460,000 | 198,947 | 198,947 | 22,182 CHF | 24,181 CHF | 99.90% | 99.90% |
21/10/2024 | 8.50% | 0.12 CHF | 0.13 CHF | 440,000 | 440,000 | 194,567 | 194,567 | 22,629 CHF | 24,583 CHF | 100.00% | 100.00% |
18/10/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 440,000 | 440,000 | 195,005 | 195,005 | 23,791 CHF | 25,750 CHF | 99.90% | 99.90% |
17/10/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 440,000 | 440,000 | 193,149 | 193,061 | 23,741 CHF | 25,675 CHF | 99.30% | 99.30% |