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 | 1.25% | 0.79 CHF | 0.80 CHF | 85,000 | 85,000 | 82,824 | 82,824 | 66,065 CHF | 66,894 CHF | 100.00% | 100.00% |
29/10/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 87,000 | 87,000 | 83,794 | 83,794 | 65,037 CHF | 65,875 CHF | 100.00% | 100.00% |
28/10/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 87,000 | 87,000 | 84,721 | 84,721 | 63,769 CHF | 64,616 CHF | 100.00% | 100.00% |
25/10/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 87,000 | 87,000 | 85,341 | 85,341 | 62,603 CHF | 63,457 CHF | 100.00% | 100.00% |
24/10/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 89,000 | 89,000 | 84,906 | 84,906 | 63,812 CHF | 64,662 CHF | 100.00% | 100.00% |
23/10/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 89,000 | 89,000 | 84,767 | 84,767 | 63,248 CHF | 64,095 CHF | 100.00% | 100.00% |
22/10/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 87,000 | 87,000 | 84,732 | 84,732 | 65,149 CHF | 65,997 CHF | 100.00% | 100.00% |
21/10/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 87,000 | 87,000 | 82,906 | 82,906 | 66,540 CHF | 67,369 CHF | 100.00% | 100.00% |
18/10/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 85,000 | 85,000 | 82,784 | 82,784 | 67,205 CHF | 68,033 CHF | 100.00% | 100.00% |
17/10/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 87,000 | 87,000 | 84,729 | 84,729 | 64,174 CHF | 65,021 CHF | 99.42% | 99.42% |