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 | 0.32% | 3.12 CHF | 3.13 CHF | 77,000 | 77,000 | 78,069 | 78,069 | 242,831 CHF | 243,611 CHF | 100.00% | 100.00% |
29/10/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 77,000 | 77,000 | 76,627 | 76,627 | 248,749 CHF | 249,516 CHF | 100.00% | 100.00% |
28/10/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 247,225 CHF | 247,995 CHF | 98.82% | 98.82% |
25/10/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 246,707 CHF | 247,477 CHF | 99.85% | 99.85% |
24/10/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 247,069 CHF | 247,839 CHF | 100.00% | 100.00% |
23/10/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 79,000 | 79,000 | 78,737 | 78,737 | 244,081 CHF | 244,868 CHF | 100.00% | 100.00% |
22/10/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 77,000 | 77,000 | 78,256 | 78,256 | 243,390 CHF | 244,172 CHF | 100.00% | 100.00% |
21/10/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 79,000 | 79,000 | 77,694 | 77,694 | 242,799 CHF | 243,576 CHF | 99.72% | 99.72% |
18/10/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 248,397 CHF | 249,167 CHF | 100.00% | 100.00% |
17/10/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 79,000 | 79,000 | 77,907 | 77,907 | 243,009 CHF | 243,788 CHF | 100.00% | 100.00% |