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 | 0.22% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,595 CHF | 226,095 CHF | 99.88% | 99.88% |
29/10/2024 | 0.21% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,341 CHF | 232,841 CHF | 100.00% | 100.00% |
28/10/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,545 CHF | 231,045 CHF | 100.00% | 100.00% |
25/10/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,161 CHF | 230,661 CHF | 100.00% | 100.00% |
24/10/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,409 CHF | 230,909 CHF | 100.00% | 100.00% |
23/10/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,970 CHF | 225,470 CHF | 100.00% | 100.00% |
22/10/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,499 CHF | 225,999 CHF | 98.43% | 98.43% |
21/10/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,210 CHF | 226,710 CHF | 100.00% | 100.00% |
18/10/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,154 CHF | 231,654 CHF | 100.00% | 100.00% |
17/10/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,865 CHF | 226,365 CHF | 100.00% | 100.00% |