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 | 0.62% | 1.61 CHF | 1.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 484,672 CHF | 487,672 CHF | 99.66% | 99.66% |
29/10/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 492,596 CHF | 495,596 CHF | 99.81% | 99.81% |
28/10/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 493,743 CHF | 496,743 CHF | 99.72% | 99.72% |
25/10/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 491,869 CHF | 494,869 CHF | 99.81% | 99.81% |
24/10/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 501,362 CHF | 504,362 CHF | 99.81% | 99.81% |
23/10/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 502,405 CHF | 505,405 CHF | 99.81% | 99.81% |
22/10/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 498,027 CHF | 501,027 CHF | 98.44% | 98.44% |
21/10/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 493,651 CHF | 496,651 CHF | 99.68% | 99.68% |
18/10/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 490,680 CHF | 493,680 CHF | 99.78% | 99.78% |
17/10/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 495,331 CHF | 498,331 CHF | 99.68% | 99.68% |