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 | 1.00% | 123.28 CHF | 124.52 CHF | 810 | 802 | 807 | 799 | 99,798 CHF | 99,804 CHF | 99.94% | 99.94% |
29/10/2024 | 1.00% | 124.92 CHF | 126.17 CHF | 799 | 791 | 802 | 794 | 99,799 CHF | 99,808 CHF | 100.00% | 100.00% |
28/10/2024 | 1.00% | 124.23 CHF | 125.48 CHF | 803 | 795 | 802 | 794 | 99,807 CHF | 99,812 CHF | 100.00% | 100.00% |
25/10/2024 | 1.00% | 125.16 CHF | 126.42 CHF | 797 | 790 | 798 | 790 | 99,803 CHF | 99,814 CHF | 100.00% | 100.00% |
24/10/2024 | 1.00% | 124.83 CHF | 126.08 CHF | 800 | 792 | 799 | 791 | 99,803 CHF | 99,810 CHF | 100.00% | 100.00% |
23/10/2024 | 1.00% | 124.57 CHF | 125.82 CHF | 801 | 793 | 797 | 789 | 99,807 CHF | 99,813 CHF | 100.00% | 100.00% |
22/10/2024 | 1.00% | 125.03 CHF | 126.28 CHF | 798 | 790 | 798 | 790 | 99,808 CHF | 99,816 CHF | 100.00% | 100.00% |
21/10/2024 | 1.00% | 125.00 CHF | 126.25 CHF | 798 | 791 | 795 | 787 | 99,805 CHF | 99,811 CHF | 99.91% | 99.91% |
18/10/2024 | 1.00% | 125.97 CHF | 127.23 CHF | 792 | 785 | 791 | 784 | 99,806 CHF | 99,807 CHF | 100.00% | 100.00% |
17/10/2024 | 1.00% | 125.86 CHF | 127.12 CHF | 793 | 785 | 793 | 785 | 99,823 CHF | 99,814 CHF | 99.97% | 99.97% |