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 | 2.41% | 0.65 CHF | 0.66 CHF | 130,000 | 130,000 | 58,576 | 58,554 | 38,430 CHF | 39,122 CHF | 99.87% | 99.87% |
29/10/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 82,942 | 82,942 | 40,392 CHF | 41,225 CHF | 99.74% | 99.74% |
28/10/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 160,000 | 160,000 | 85,020 | 84,124 | 40,545 CHF | 40,972 CHF | 99.89% | 99.89% |
25/10/2024 | 2.34% | 0.46 CHF | 0.47 CHF | 160,000 | 160,000 | 72,714 | 72,714 | 32,012 CHF | 32,742 CHF | 100.00% | 100.00% |
24/10/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 180,000 | 180,000 | 81,000 | 80,951 | 34,813 CHF | 35,605 CHF | 99.69% | 99.69% |
23/10/2024 | 2.59% | 0.41 CHF | 0.42 CHF | 180,000 | 180,000 | 81,246 | 81,246 | 33,992 CHF | 34,824 CHF | 100.00% | 100.00% |
22/10/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 170,000 | 170,000 | 74,637 | 74,637 | 30,533 CHF | 31,283 CHF | 99.90% | 99.90% |
21/10/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 170,000 | 170,000 | 79,284 | 79,284 | 34,101 CHF | 34,897 CHF | 100.00% | 100.00% |
18/10/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 170,000 | 170,000 | 79,226 | 79,226 | 35,153 CHF | 35,948 CHF | 99.90% | 99.90% |
17/10/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 160,000 | 160,000 | 71,125 | 71,091 | 32,103 CHF | 32,804 CHF | 99.30% | 99.30% |