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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/10/2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 252,726 | 252,726 | 50,920 CHF | 53,447 CHF | 99.39% | 99.39% |
24/10/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 253,546 | 253,546 | 50,169 CHF | 52,704 CHF | 95.30% | 95.30% |
23/10/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,139 CHF | 55,639 CHF | 99.38% | 99.38% |
22/10/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 243,864 | 243,864 | 54,145 CHF | 56,583 CHF | 97.95% | 97.95% |
21/10/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 224,393 | 224,393 | 52,483 CHF | 54,727 CHF | 99.21% | 99.21% |
18/10/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,721 CHF | 53,721 CHF | 99.34% | 99.34% |
17/10/2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,729 | 199,729 | 55,114 CHF | 57,111 CHF | 99.23% | 99.23% |
16/10/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,594 CHF | 56,594 CHF | 98.09% | 98.09% |
15/10/2024 | 3.80% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 202,099 | 202,099 | 52,263 CHF | 54,284 CHF | 99.39% | 99.39% |
14/10/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,030 CHF | 55,030 CHF | 98.95% | 98.95% |