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 | 0.24% | 4.23 CHF | 4.24 CHF | 43,000 | 43,000 | 41,899 | 41,899 | 177,567 CHF | 177,986 CHF | 100.00% | 100.00% |
29/10/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 44,000 | 44,000 | 42,384 | 42,384 | 177,803 CHF | 178,227 CHF | 100.00% | 100.00% |
28/10/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 44,000 | 44,000 | 42,847 | 42,847 | 177,530 CHF | 177,959 CHF | 100.00% | 100.00% |
25/10/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 44,000 | 44,000 | 43,158 | 43,158 | 177,212 CHF | 177,644 CHF | 100.00% | 100.00% |
24/10/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 45,000 | 45,000 | 42,940 | 42,940 | 177,652 CHF | 178,081 CHF | 100.00% | 100.00% |
23/10/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 45,000 | 45,000 | 42,871 | 42,871 | 176,928 CHF | 177,357 CHF | 100.00% | 100.00% |
22/10/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 44,000 | 44,000 | 42,853 | 42,853 | 178,666 CHF | 179,094 CHF | 100.00% | 100.00% |
21/10/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 44,000 | 44,000 | 41,922 | 41,922 | 177,759 CHF | 178,179 CHF | 100.00% | 100.00% |
18/10/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 43,000 | 43,000 | 41,879 | 41,879 | 178,694 CHF | 179,113 CHF | 100.00% | 100.00% |
17/10/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 44,000 | 44,000 | 42,851 | 42,851 | 177,568 CHF | 177,996 CHF | 99.42% | 99.42% |