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 | 0.40% | 2.48 CHF | 2.49 CHF | 77,000 | 77,000 | 78,069 | 78,069 | 193,309 CHF | 194,089 CHF | 100.00% | 100.00% |
29/10/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 77,000 | 77,000 | 76,626 | 76,626 | 200,160 CHF | 200,927 CHF | 100.00% | 100.00% |
28/10/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 198,408 CHF | 199,178 CHF | 98.58% | 98.58% |
25/10/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 197,915 CHF | 198,685 CHF | 99.86% | 99.86% |
24/10/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 198,293 CHF | 199,063 CHF | 100.00% | 100.00% |
23/10/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 79,000 | 79,000 | 78,737 | 78,737 | 194,185 CHF | 194,972 CHF | 100.00% | 100.00% |
22/10/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 77,000 | 77,000 | 78,256 | 78,256 | 193,843 CHF | 194,626 CHF | 100.00% | 100.00% |
21/10/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 79,000 | 79,000 | 77,692 | 77,692 | 193,640 CHF | 194,418 CHF | 99.72% | 99.72% |
18/10/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 199,656 CHF | 200,426 CHF | 100.00% | 100.00% |
17/10/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 79,000 | 79,000 | 77,907 | 77,907 | 193,719 CHF | 194,498 CHF | 100.00% | 100.00% |