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 | 0.70% | 2.88 CHF | 2.90 CHF | 32,000 | 32,000 | 31,723 | 31,723 | 91,048 CHF | 91,683 CHF | 100.00% | 100.00% |
29/10/2024 | 0.67% | 2.96 CHF | 2.98 CHF | 31,500 | 31,500 | 30,991 | 30,991 | 93,045 CHF | 93,666 CHF | 100.00% | 100.00% |
28/10/2024 | 0.68% | 2.95 CHF | 2.97 CHF | 31,500 | 31,500 | 31,157 | 31,157 | 92,462 CHF | 93,086 CHF | 100.00% | 100.00% |
25/10/2024 | 0.68% | 2.98 CHF | 3.00 CHF | 31,500 | 31,500 | 31,245 | 31,245 | 92,510 CHF | 93,135 CHF | 100.00% | 100.00% |
24/10/2024 | 0.68% | 2.97 CHF | 2.99 CHF | 31,400 | 31,400 | 31,111 | 31,111 | 92,278 CHF | 92,901 CHF | 100.00% | 100.00% |
23/10/2024 | 0.70% | 2.84 CHF | 2.86 CHF | 32,000 | 32,000 | 31,623 | 31,623 | 90,461 CHF | 91,094 CHF | 99.27% | 99.27% |
22/10/2024 | 0.70% | 2.89 CHF | 2.91 CHF | 31,800 | 31,800 | 31,638 | 31,638 | 90,790 CHF | 91,423 CHF | 100.00% | 100.00% |
21/10/2024 | 0.70% | 2.87 CHF | 2.89 CHF | 31,900 | 31,900 | 31,614 | 31,614 | 91,213 CHF | 91,846 CHF | 100.00% | 100.00% |
18/10/2024 | 0.68% | 2.95 CHF | 2.97 CHF | 31,600 | 31,600 | 31,196 | 31,196 | 93,032 CHF | 93,657 CHF | 99.80% | 99.80% |
17/10/2024 | 0.70% | 2.87 CHF | 2.89 CHF | 32,000 | 32,000 | 31,659 | 31,659 | 91,137 CHF | 91,771 CHF | 100.00% | 100.00% |