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 | 3.13% | 0.35 CHF | 0.36 CHF | 270,000 | 270,000 | 118,777 | 118,732 | 41,083 CHF | 42,273 CHF | 99.85% | 99.85% |
29/10/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 300,000 | 300,000 | 165,147 | 165,147 | 43,014 CHF | 44,673 CHF | 99.73% | 99.73% |
28/10/2024 | 3.99% | 0.26 CHF | 0.27 CHF | 330,000 | 330,000 | 176,248 | 174,377 | 45,052 CHF | 46,334 CHF | 99.88% | 99.88% |
25/10/2024 | 4.28% | 0.25 CHF | 0.26 CHF | 330,000 | 330,000 | 151,270 | 151,270 | 36,008 CHF | 37,527 CHF | 100.00% | 100.00% |
24/10/2024 | 4.32% | 0.23 CHF | 0.24 CHF | 350,000 | 350,000 | 155,182 | 155,094 | 36,092 CHF | 37,629 CHF | 99.69% | 99.69% |
23/10/2024 | 4.70% | 0.22 CHF | 0.23 CHF | 360,000 | 360,000 | 155,733 | 155,733 | 35,513 CHF | 37,106 CHF | 100.00% | 100.00% |
22/10/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 340,000 | 340,000 | 151,822 | 151,822 | 34,099 CHF | 35,623 CHF | 99.90% | 99.90% |
21/10/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 340,000 | 340,000 | 153,409 | 153,409 | 36,313 CHF | 37,854 CHF | 100.00% | 100.00% |
18/10/2024 | 4.16% | 0.25 CHF | 0.26 CHF | 340,000 | 340,000 | 153,542 | 153,542 | 37,394 CHF | 38,935 CHF | 99.90% | 99.90% |
17/10/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 310,000 | 310,000 | 139,427 | 139,364 | 34,376 CHF | 35,764 CHF | 99.30% | 99.30% |