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 | 0.34% | 6.19 CHF | 6.20 CHF | 33,000 | 33,000 | 18,300 | 18,300 | 112,914 CHF | 113,203 CHF | 99.76% | 99.76% |
29/10/2024 | 0.34% | 6.15 CHF | 6.16 CHF | 33,000 | 33,000 | 18,228 | 18,228 | 111,914 CHF | 112,203 CHF | 99.57% | 99.57% |
28/10/2024 | 0.35% | 6.09 CHF | 6.10 CHF | 33,000 | 33,000 | 18,569 | 18,569 | 111,680 CHF | 111,972 CHF | 99.81% | 99.81% |
25/10/2024 | 0.38% | 6.02 CHF | 6.03 CHF | 34,000 | 34,000 | 15,329 | 15,329 | 94,116 CHF | 94,398 CHF | 99.93% | 99.93% |
24/10/2024 | 0.38% | 6.07 CHF | 6.08 CHF | 34,000 | 34,000 | 15,696 | 15,696 | 94,836 CHF | 95,120 CHF | 97.15% | 97.15% |
23/10/2024 | 0.39% | 6.00 CHF | 6.01 CHF | 34,000 | 34,000 | 15,465 | 15,465 | 93,194 CHF | 93,478 CHF | 99.01% | 99.01% |
22/10/2024 | 0.39% | 6.04 CHF | 6.05 CHF | 34,000 | 34,000 | 15,536 | 15,536 | 93,051 CHF | 93,335 CHF | 99.56% | 99.56% |
21/10/2024 | 0.38% | 6.07 CHF | 6.08 CHF | 34,000 | 34,000 | 15,291 | 15,291 | 94,226 CHF | 94,507 CHF | 100.00% | 100.00% |
18/10/2024 | 0.37% | 6.19 CHF | 6.20 CHF | 33,000 | 33,000 | 15,066 | 15,066 | 93,755 CHF | 94,032 CHF | 99.72% | 99.72% |
17/10/2024 | 0.37% | 6.28 CHF | 6.29 CHF | 33,000 | 33,000 | 15,059 | 15,059 | 94,130 CHF | 94,407 CHF | 100.00% | 100.00% |