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 | 25.30% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,580 CHF | 11,145 CHF | 99.38% | 99.38% |
24/10/2024 | 24.53% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,841 | 250,000 | 35,706 CHF | 11,463 CHF | 95.29% | 95.29% |
23/10/2024 | 25.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,119 | 250,000 | 34,506 CHF | 11,160 CHF | 99.38% | 99.38% |
22/10/2024 | 26.37% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,122 | 250,000 | 32,855 CHF | 10,769 CHF | 97.94% | 97.94% |
21/10/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,790 | 250,000 | 29,924 CHF | 10,005 CHF | 99.26% | 99.26% |
18/10/2024 | 28.44% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,451 | 250,000 | 29,964 CHF | 10,048 CHF | 99.36% | 99.36% |
17/10/2024 | 25.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,986 CHF | 11,247 CHF | 99.24% | 99.24% |
16/10/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,023 | 250,000 | 34,791 CHF | 11,250 CHF | 98.09% | 98.09% |
15/10/2024 | 24.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,647 | 250,000 | 36,066 CHF | 11,581 CHF | 99.38% | 99.38% |
14/10/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,657 | 250,000 | 34,883 CHF | 11,250 CHF | 98.95% | 98.95% |