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 | 0.49% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,220 CHF | 152,970 CHF | 99.43% | 99.43% |
29/10/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,495 CHF | 152,245 CHF | 99.44% | 99.44% |
28/10/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,972 CHF | 147,722 CHF | 96.73% | 96.73% |
25/10/2024 | 0.49% | 1.97 CHF | 1.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,951 CHF | 153,701 CHF | 99.23% | 99.23% |
24/10/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,548 CHF | 149,298 CHF | 99.23% | 99.23% |
23/10/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 147,750 CHF | 148,500 CHF | 99.23% | 99.23% |
22/10/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,565 CHF | 147,315 CHF | 95.41% | 95.41% |
21/10/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 153,875 CHF | 154,625 CHF | 99.21% | 99.21% |
18/10/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 155,645 CHF | 156,395 CHF | 99.21% | 99.21% |
17/10/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 156,198 CHF | 156,948 CHF | 99.07% | 99.07% |