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 | 15.90% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 880,557 | 447,195 | 50,966 CHF | 30,347 CHF | 99.38% | 99.38% |
24/10/2024 | 15.71% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 866,394 | 437,153 | 50,804 CHF | 29,996 CHF | 95.28% | 95.28% |
23/10/2024 | 14.14% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 766,122 | 393,806 | 50,342 CHF | 29,830 CHF | 99.38% | 99.38% |
22/10/2024 | 12.74% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 680,973 | 354,004 | 50,053 CHF | 29,561 CHF | 97.93% | 97.93% |
21/10/2024 | 11.54% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 613,984 | 316,039 | 50,158 CHF | 28,966 CHF | 99.21% | 99.21% |
18/10/2024 | 9.62% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 506,578 | 467,901 | 50,113 CHF | 51,258 CHF | 99.37% | 99.37% |
17/10/2024 | 8.37% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 450,957 | 450,957 | 51,579 CHF | 56,089 CHF | 99.23% | 99.23% |
16/10/2024 | 8.53% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 460,953 | 460,953 | 51,723 CHF | 56,332 CHF | 98.10% | 98.10% |
15/10/2024 | 8.90% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 476,254 | 470,481 | 51,228 CHF | 55,386 CHF | 99.38% | 99.38% |
14/10/2024 | 8.33% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 447,626 | 447,625 | 51,492 CHF | 55,969 CHF | 98.94% | 98.94% |