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 | 0.97% | 1.00 CHF | 1.01 CHF | 53,000 | 53,000 | 51,190 | 51,190 | 52,424 CHF | 52,935 CHF | 100.00% | 100.00% |
29/10/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 52,000 | 52,000 | 50,688 | 50,688 | 54,812 CHF | 55,319 CHF | 100.00% | 100.00% |
28/10/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 53,000 | 53,000 | 51,618 | 51,618 | 52,324 CHF | 52,840 CHF | 100.00% | 100.00% |
25/10/2024 | 1.08% | 1.00 CHF | 1.01 CHF | 53,000 | 53,000 | 52,277 | 52,277 | 48,154 CHF | 48,677 CHF | 100.00% | 100.00% |
24/10/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 54,000 | 54,000 | 52,497 | 52,497 | 47,704 CHF | 48,229 CHF | 100.00% | 100.00% |
23/10/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 54,000 | 54,000 | 52,551 | 52,551 | 47,028 CHF | 47,554 CHF | 100.00% | 100.00% |
22/10/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 53,000 | 53,000 | 52,321 | 52,321 | 48,363 CHF | 48,886 CHF | 99.05% | 99.05% |
21/10/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 54,000 | 54,000 | 51,726 | 51,726 | 49,153 CHF | 49,670 CHF | 100.00% | 100.00% |
18/10/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 53,000 | 53,000 | 51,618 | 51,618 | 49,636 CHF | 50,152 CHF | 100.00% | 100.00% |
17/10/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 54,000 | 54,000 | 52,594 | 52,594 | 46,953 CHF | 47,479 CHF | 100.00% | 100.00% |