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 | 0.38% | 5.61 CHF | 5.62 CHF | 33,000 | 33,000 | 18,278 | 18,278 | 102,158 CHF | 102,447 CHF | 100.00% | 100.00% |
29/10/2024 | 0.38% | 5.57 CHF | 5.58 CHF | 33,000 | 33,000 | 18,222 | 18,222 | 101,282 CHF | 101,571 CHF | 99.66% | 99.66% |
28/10/2024 | 0.38% | 5.51 CHF | 5.52 CHF | 33,000 | 33,000 | 18,569 | 18,569 | 100,938 CHF | 101,230 CHF | 99.81% | 99.81% |
25/10/2024 | 0.42% | 5.44 CHF | 5.45 CHF | 34,000 | 34,000 | 15,329 | 15,329 | 85,233 CHF | 85,515 CHF | 99.93% | 99.93% |
24/10/2024 | 0.43% | 5.49 CHF | 5.50 CHF | 34,000 | 34,000 | 15,506 | 15,506 | 84,721 CHF | 85,005 CHF | 99.99% | 99.99% |
23/10/2024 | 0.43% | 5.42 CHF | 5.43 CHF | 34,000 | 34,000 | 15,525 | 15,525 | 84,557 CHF | 84,841 CHF | 100.00% | 100.00% |
22/10/2024 | 0.43% | 5.46 CHF | 5.47 CHF | 34,000 | 34,000 | 15,515 | 15,515 | 83,963 CHF | 84,247 CHF | 99.90% | 99.90% |
21/10/2024 | 0.42% | 5.49 CHF | 5.50 CHF | 34,000 | 34,000 | 15,289 | 15,289 | 85,384 CHF | 85,666 CHF | 100.00% | 100.00% |
18/10/2024 | 0.41% | 5.62 CHF | 5.63 CHF | 33,000 | 33,000 | 15,067 | 15,067 | 85,042 CHF | 85,319 CHF | 99.70% | 99.70% |
17/10/2024 | 0.41% | 5.70 CHF | 5.71 CHF | 33,000 | 33,000 | 15,059 | 15,059 | 85,421 CHF | 85,698 CHF | 100.00% | 100.00% |