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 | 9.11% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 487,544 | 487,544 | 51,117 CHF | 55,992 CHF | 99.38% | 99.38% |
24/10/2024 | 8.97% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 481,936 | 481,936 | 51,354 CHF | 56,173 CHF | 95.29% | 95.29% |
23/10/2024 | 8.49% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 459,140 | 459,140 | 51,765 CHF | 56,356 CHF | 99.38% | 99.38% |
22/10/2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,427 | 423,427 | 50,756 CHF | 54,990 CHF | 97.94% | 97.94% |
21/10/2024 | 7.65% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 407,410 | 407,410 | 51,220 CHF | 55,294 CHF | 99.22% | 99.22% |
18/10/2024 | 6.86% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 371,142 | 371,140 | 52,290 CHF | 56,001 CHF | 99.34% | 99.34% |
17/10/2024 | 6.36% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 344,244 | 344,243 | 52,401 CHF | 55,843 CHF | 99.23% | 99.23% |
16/10/2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 348,728 | 348,728 | 52,449 CHF | 55,936 CHF | 98.09% | 98.09% |
15/10/2024 | 6.92% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 375,055 | 375,048 | 52,341 CHF | 56,090 CHF | 99.38% | 99.38% |
14/10/2024 | 6.70% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 364,740 | 364,740 | 52,647 CHF | 56,295 CHF | 98.96% | 98.96% |