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 | 0.20% | 18.42 CHF | 18.43 CHF | 32,000 | 32,000 | 16,252 | 16,252 | 301,762 CHF | 302,114 CHF | 92.02% | 92.02% |
29/10/2024 | 0.13% | 16.65 CHF | 16.66 CHF | 34,000 | 34,000 | 21,416 | 21,416 | 354,520 CHF | 354,890 CHF | 97.67% | 97.67% |
28/10/2024 | 0.13% | 16.26 CHF | 16.27 CHF | 35,000 | 35,000 | 21,298 | 21,105 | 350,393 CHF | 347,566 CHF | 98.84% | 98.84% |
25/10/2024 | 0.15% | 16.08 CHF | 16.09 CHF | 35,000 | 35,000 | 19,331 | 19,331 | 306,706 CHF | 307,090 CHF | 100.00% | 100.00% |
24/10/2024 | 0.15% | 15.65 CHF | 15.66 CHF | 35,000 | 35,000 | 19,353 | 19,353 | 303,750 CHF | 304,134 CHF | 99.98% | 99.98% |
23/10/2024 | 0.15% | 15.74 CHF | 15.75 CHF | 35,000 | 35,000 | 19,278 | 19,278 | 308,204 CHF | 308,587 CHF | 100.00% | 100.00% |
22/10/2024 | 0.15% | 15.96 CHF | 15.97 CHF | 35,000 | 35,000 | 19,329 | 19,329 | 306,672 CHF | 307,056 CHF | 99.90% | 99.90% |
21/10/2024 | 0.15% | 15.69 CHF | 15.70 CHF | 35,000 | 35,000 | 19,304 | 19,304 | 303,730 CHF | 304,114 CHF | 100.00% | 100.00% |
18/10/2024 | 0.15% | 15.82 CHF | 15.83 CHF | 35,000 | 35,000 | 19,256 | 19,256 | 304,314 CHF | 304,699 CHF | 99.44% | 99.44% |
17/10/2024 | 0.14% | 15.80 CHF | 15.81 CHF | 35,000 | 35,000 | 19,387 | 19,387 | 309,999 CHF | 310,383 CHF | 98.94% | 98.94% |