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 | 0.69% | 16.80 CHF | 16.85 CHF | 3,480 | 3,480 | 2,532 | 2,532 | 42,962 CHF | 43,224 CHF | 100.00% | 100.00% |
29/10/2024 | 0.79% | 15.05 CHF | 15.10 CHF | 3,680 | 3,680 | 2,700 | 2,700 | 40,294 CHF | 40,575 CHF | 100.00% | 100.00% |
28/10/2024 | 0.78% | 14.65 CHF | 14.70 CHF | 3,730 | 3,730 | 2,709 | 2,709 | 40,217 CHF | 40,497 CHF | 100.00% | 100.00% |
25/10/2024 | 0.96% | 14.45 CHF | 14.50 CHF | 3,760 | 3,760 | 2,536 | 2,536 | 36,080 CHF | 36,392 CHF | 100.00% | 100.00% |
24/10/2024 | 0.96% | 14.05 CHF | 14.10 CHF | 3,810 | 3,810 | 2,540 | 2,540 | 35,794 CHF | 36,106 CHF | 100.00% | 100.00% |
23/10/2024 | 0.94% | 14.15 CHF | 14.20 CHF | 3,790 | 3,790 | 2,515 | 2,515 | 36,145 CHF | 36,453 CHF | 99.10% | 99.10% |
22/10/2024 | 0.95% | 14.35 CHF | 14.40 CHF | 3,760 | 3,760 | 2,532 | 2,532 | 36,034 CHF | 36,346 CHF | 100.00% | 100.00% |
21/10/2024 | 0.96% | 14.10 CHF | 14.15 CHF | 3,810 | 3,810 | 2,548 | 2,548 | 35,968 CHF | 36,282 CHF | 100.00% | 100.00% |
18/10/2024 | 0.95% | 14.20 CHF | 14.25 CHF | 3,810 | 3,810 | 2,546 | 2,546 | 36,110 CHF | 36,423 CHF | 100.00% | 100.00% |
17/10/2024 | 0.94% | 14.20 CHF | 14.25 CHF | 3,800 | 3,800 | 2,523 | 2,523 | 36,334 CHF | 36,644 CHF | 100.00% | 100.00% |