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 | 1.70% | 0.58 CHF | 0.59 CHF | 85,000 | 85,000 | 82,824 | 82,824 | 48,381 CHF | 49,209 CHF | 100.00% | 100.00% |
29/10/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 87,000 | 87,000 | 83,794 | 83,794 | 47,145 CHF | 47,983 CHF | 100.00% | 100.00% |
28/10/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 87,000 | 87,000 | 84,721 | 84,721 | 45,769 CHF | 46,616 CHF | 100.00% | 100.00% |
25/10/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 87,000 | 87,000 | 85,342 | 85,342 | 44,519 CHF | 45,373 CHF | 100.00% | 100.00% |
24/10/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 89,000 | 89,000 | 84,907 | 84,907 | 45,850 CHF | 46,699 CHF | 100.00% | 100.00% |
23/10/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 89,000 | 89,000 | 84,767 | 84,767 | 45,204 CHF | 46,052 CHF | 100.00% | 100.00% |
22/10/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 87,000 | 87,000 | 84,732 | 84,732 | 47,212 CHF | 48,060 CHF | 100.00% | 100.00% |
21/10/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 87,000 | 87,000 | 82,902 | 82,902 | 48,947 CHF | 49,776 CHF | 100.00% | 100.00% |
18/10/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 85,000 | 85,000 | 82,783 | 82,783 | 49,570 CHF | 50,398 CHF | 100.00% | 100.00% |
17/10/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 87,000 | 87,000 | 84,728 | 84,728 | 46,228 CHF | 47,076 CHF | 99.42% | 99.42% |