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 | 0.17% | 22.78 CHF | 22.79 CHF | 32,000 | 32,000 | 15,613 | 15,613 | 357,985 CHF | 358,338 CHF | 97.72% | 97.72% |
29/10/2024 | 0.10% | 21.01 CHF | 21.02 CHF | 34,000 | 34,000 | 21,275 | 21,275 | 444,980 CHF | 445,348 CHF | 99.37% | 99.37% |
28/10/2024 | 0.10% | 20.61 CHF | 20.62 CHF | 35,000 | 35,000 | 21,289 | 21,097 | 442,877 CHF | 439,215 CHF | 98.77% | 98.77% |
25/10/2024 | 0.12% | 20.42 CHF | 20.43 CHF | 35,000 | 35,000 | 19,331 | 19,331 | 390,792 CHF | 391,177 CHF | 100.00% | 100.00% |
24/10/2024 | 0.12% | 19.99 CHF | 20.00 CHF | 35,000 | 35,000 | 19,350 | 19,350 | 387,801 CHF | 388,185 CHF | 99.95% | 99.95% |
23/10/2024 | 0.11% | 20.08 CHF | 20.09 CHF | 35,000 | 35,000 | 19,278 | 19,278 | 392,119 CHF | 392,503 CHF | 100.00% | 100.00% |
22/10/2024 | 0.12% | 20.30 CHF | 20.31 CHF | 35,000 | 35,000 | 19,329 | 19,329 | 390,596 CHF | 390,980 CHF | 99.90% | 99.90% |
21/10/2024 | 0.12% | 20.03 CHF | 20.04 CHF | 35,000 | 35,000 | 19,305 | 19,305 | 387,450 CHF | 387,835 CHF | 100.00% | 100.00% |
18/10/2024 | 0.12% | 20.15 CHF | 20.16 CHF | 35,000 | 35,000 | 19,256 | 19,256 | 387,899 CHF | 388,284 CHF | 99.44% | 99.44% |
17/10/2024 | 0.11% | 20.14 CHF | 20.15 CHF | 35,000 | 35,000 | 19,330 | 19,330 | 392,854 CHF | 393,238 CHF | 100.00% | 100.00% |