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 | 0.65% | 2.21 CHF | 2.22 CHF | 66,000 | 66,000 | 35,693 | 35,693 | 78,581 CHF | 79,007 CHF | 100.00% | 100.00% |
29/10/2024 | 0.65% | 2.19 CHF | 2.20 CHF | 66,000 | 66,000 | 35,801 | 35,801 | 78,234 CHF | 78,662 CHF | 99.66% | 99.66% |
28/10/2024 | 0.67% | 2.16 CHF | 2.17 CHF | 66,000 | 66,000 | 36,189 | 36,189 | 76,925 CHF | 77,357 CHF | 99.81% | 99.81% |
25/10/2024 | 0.70% | 2.13 CHF | 2.14 CHF | 67,000 | 67,000 | 29,858 | 29,858 | 65,349 CHF | 65,737 CHF | 99.93% | 99.93% |
24/10/2024 | 0.72% | 2.15 CHF | 2.16 CHF | 67,000 | 67,000 | 30,050 | 30,050 | 64,311 CHF | 64,702 CHF | 99.99% | 99.99% |
23/10/2024 | 0.73% | 2.12 CHF | 2.13 CHF | 67,000 | 67,000 | 30,076 | 30,076 | 64,100 CHF | 64,491 CHF | 100.00% | 100.00% |
22/10/2024 | 0.73% | 2.14 CHF | 2.15 CHF | 67,000 | 67,000 | 30,045 | 30,045 | 63,548 CHF | 63,939 CHF | 99.90% | 99.90% |
21/10/2024 | 0.70% | 2.15 CHF | 2.16 CHF | 67,000 | 67,000 | 29,834 | 29,834 | 65,689 CHF | 66,078 CHF | 100.00% | 100.00% |
18/10/2024 | 0.69% | 2.22 CHF | 2.23 CHF | 66,000 | 66,000 | 29,501 | 29,501 | 65,832 CHF | 66,217 CHF | 99.70% | 99.70% |
17/10/2024 | 0.69% | 2.26 CHF | 2.27 CHF | 65,000 | 65,000 | 29,381 | 29,381 | 66,028 CHF | 66,412 CHF | 100.00% | 100.00% |