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 | 0.61% | 1.65 CHF | 1.66 CHF | 77,000 | 77,000 | 78,069 | 78,069 | 128,058 CHF | 128,838 CHF | 100.00% | 100.00% |
29/10/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 77,000 | 77,000 | 76,626 | 76,626 | 136,081 CHF | 136,848 CHF | 100.00% | 100.00% |
28/10/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 134,049 CHF | 134,819 CHF | 98.82% | 98.82% |
25/10/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 133,565 CHF | 134,335 CHF | 99.85% | 99.85% |
24/10/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 134,001 CHF | 134,771 CHF | 100.00% | 100.00% |
23/10/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 79,000 | 79,000 | 78,738 | 78,738 | 128,463 CHF | 129,250 CHF | 100.00% | 100.00% |
22/10/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 77,000 | 77,000 | 78,256 | 78,256 | 128,436 CHF | 129,219 CHF | 100.00% | 100.00% |
21/10/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 79,000 | 79,000 | 77,725 | 77,725 | 128,799 CHF | 129,576 CHF | 99.72% | 99.72% |
18/10/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 77,000 | 77,000 | 77,000 | 77,000 | 135,417 CHF | 136,187 CHF | 100.00% | 100.00% |
17/10/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 79,000 | 79,000 | 77,907 | 77,907 | 128,695 CHF | 129,474 CHF | 100.00% | 100.00% |