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 | 1.30% | 1.54 CHF | 1.56 CHF | 81,400 | 81,400 | 81,459 | 81,459 | 124,930 CHF | 126,559 CHF | 100.00% | 100.00% |
29/10/2024 | 1.22% | 1.60 CHF | 1.62 CHF | 77,600 | 77,600 | 77,425 | 77,425 | 126,049 CHF | 127,597 CHF | 100.00% | 100.00% |
28/10/2024 | 1.71% | 1.68 CHF | 1.71 CHF | 74,000 | 74,000 | 73,345 | 73,345 | 127,844 CHF | 130,044 CHF | 98.82% | 98.82% |
25/10/2024 | 1.70% | 1.76 CHF | 1.79 CHF | 73,500 | 73,500 | 73,504 | 73,504 | 128,562 CHF | 130,767 CHF | 99.84% | 99.84% |
24/10/2024 | 1.13% | 1.78 CHF | 1.80 CHF | 79,500 | 79,500 | 79,426 | 79,426 | 140,103 CHF | 141,691 CHF | 98.05% | 98.05% |
23/10/2024 | 1.24% | 1.59 CHF | 1.61 CHF | 81,500 | 81,500 | 81,758 | 81,758 | 130,778 CHF | 132,413 CHF | 100.00% | 100.00% |
22/10/2024 | 1.23% | 1.58 CHF | 1.60 CHF | 80,900 | 80,900 | 80,118 | 80,118 | 128,972 CHF | 130,574 CHF | 100.00% | 100.00% |
21/10/2024 | 1.26% | 1.60 CHF | 1.62 CHF | 76,000 | 76,000 | 75,712 | 75,712 | 124,290 CHF | 125,863 CHF | 99.72% | 99.72% |
18/10/2024 | 1.53% | 1.74 CHF | 1.77 CHF | 74,400 | 74,400 | 74,775 | 74,775 | 129,241 CHF | 131,230 CHF | 100.00% | 100.00% |
17/10/2024 | 1.22% | 1.70 CHF | 1.72 CHF | 81,800 | 81,800 | 82,693 | 82,693 | 135,132 CHF | 136,786 CHF | 100.00% | 100.00% |