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 | 0.80% | 107.43 CHF | 108.29 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 242,282 CHF | 244,228 CHF | 100.00% | 100.00% |
29/10/2024 | 0.80% | 107.85 CHF | 108.72 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 243,731 CHF | 245,689 CHF | 100.00% | 100.00% |
28/10/2024 | 0.80% | 109.12 CHF | 109.99 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 244,544 CHF | 246,508 CHF | 100.00% | 100.00% |
25/10/2024 | 0.80% | 107.90 CHF | 108.77 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 242,762 CHF | 244,712 CHF | 100.00% | 100.00% |
24/10/2024 | 0.80% | 108.09 CHF | 108.95 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 243,749 CHF | 245,707 CHF | 99.95% | 99.95% |
23/10/2024 | 0.80% | 108.27 CHF | 109.14 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 244,016 CHF | 245,976 CHF | 100.00% | 100.00% |
22/10/2024 | 0.80% | 108.70 CHF | 109.58 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 244,113 CHF | 246,073 CHF | 99.85% | 99.85% |
21/10/2024 | 0.80% | 108.98 CHF | 109.85 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 246,040 CHF | 248,016 CHF | 100.00% | 100.00% |
18/10/2024 | 0.80% | 109.92 CHF | 110.80 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 247,187 CHF | 249,172 CHF | 100.00% | 100.00% |
17/10/2024 | 0.80% | 109.32 CHF | 110.20 CHF | 2,250 | 2,250 | 2,250 | 2,250 | 246,058 CHF | 248,035 CHF | 99.91% | 99.91% |