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 | 0.41% | 5.19 CHF | 5.20 CHF | 33,000 | 33,000 | 18,278 | 18,278 | 94,428 CHF | 94,717 CHF | 100.00% | 100.00% |
29/10/2024 | 0.41% | 5.15 CHF | 5.16 CHF | 33,000 | 33,000 | 18,222 | 18,222 | 93,565 CHF | 93,854 CHF | 99.66% | 99.66% |
28/10/2024 | 0.42% | 5.09 CHF | 5.10 CHF | 33,000 | 33,000 | 18,571 | 18,571 | 93,096 CHF | 93,388 CHF | 99.82% | 99.82% |
25/10/2024 | 0.45% | 5.02 CHF | 5.03 CHF | 34,000 | 34,000 | 15,329 | 15,329 | 78,767 CHF | 79,049 CHF | 99.93% | 99.93% |
24/10/2024 | 0.46% | 5.07 CHF | 5.08 CHF | 34,000 | 34,000 | 15,506 | 15,506 | 78,169 CHF | 78,453 CHF | 99.99% | 99.99% |
23/10/2024 | 0.46% | 5.00 CHF | 5.01 CHF | 34,000 | 34,000 | 15,525 | 15,525 | 77,996 CHF | 78,280 CHF | 100.00% | 100.00% |
22/10/2024 | 0.47% | 5.04 CHF | 5.05 CHF | 34,000 | 34,000 | 15,515 | 15,515 | 77,419 CHF | 77,703 CHF | 99.90% | 99.90% |
21/10/2024 | 0.45% | 5.07 CHF | 5.08 CHF | 34,000 | 34,000 | 15,290 | 15,290 | 78,954 CHF | 79,236 CHF | 100.00% | 100.00% |
18/10/2024 | 0.45% | 5.20 CHF | 5.21 CHF | 33,000 | 33,000 | 15,067 | 15,067 | 78,701 CHF | 78,978 CHF | 99.70% | 99.70% |
17/10/2024 | 0.45% | 5.28 CHF | 5.29 CHF | 33,000 | 33,000 | 15,059 | 15,059 | 79,100 CHF | 79,377 CHF | 100.00% | 100.00% |