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 | 0.37% | 2.73 CHF | 2.74 CHF | 77,000 | 77,000 | 78,069 | 78,069 | 212,970 CHF | 213,751 CHF | 100.00% | 100.00% |
29/10/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 77,000 | 77,000 | 76,627 | 76,627 | 219,520 CHF | 220,286 CHF | 100.00% | 100.00% |
28/10/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 217,835 CHF | 218,605 CHF | 98.82% | 98.82% |
25/10/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 217,347 CHF | 218,117 CHF | 99.84% | 99.84% |
24/10/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 217,713 CHF | 218,483 CHF | 100.00% | 100.00% |
23/10/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 79,000 | 79,000 | 78,737 | 78,737 | 214,009 CHF | 214,796 CHF | 100.00% | 100.00% |
22/10/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 77,000 | 77,000 | 78,256 | 78,256 | 213,532 CHF | 214,314 CHF | 100.00% | 100.00% |
21/10/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 79,000 | 79,000 | 77,694 | 77,694 | 213,162 CHF | 213,940 CHF | 99.72% | 99.72% |
18/10/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 219,013 CHF | 219,783 CHF | 100.00% | 100.00% |
17/10/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 79,000 | 79,000 | 77,907 | 77,907 | 213,334 CHF | 214,113 CHF | 100.00% | 100.00% |