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 | 1.55% | 0.64 CHF | 0.65 CHF | 169,000 | 169,000 | 164,675 | 164,675 | 105,353 CHF | 107,000 CHF | 100.00% | 100.00% |
29/10/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 173,000 | 173,000 | 166,614 | 166,614 | 108,525 CHF | 110,191 CHF | 100.00% | 100.00% |
28/10/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 173,000 | 173,000 | 168,468 | 168,468 | 111,361 CHF | 113,046 CHF | 100.00% | 100.00% |
25/10/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 173,000 | 173,000 | 169,709 | 169,709 | 113,767 CHF | 115,464 CHF | 100.00% | 100.00% |
24/10/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 177,000 | 177,000 | 168,838 | 168,838 | 111,445 CHF | 113,134 CHF | 100.00% | 100.00% |
23/10/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 177,000 | 177,000 | 168,560 | 168,560 | 112,216 CHF | 113,901 CHF | 100.00% | 100.00% |
22/10/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 173,000 | 173,000 | 168,490 | 168,490 | 110,081 CHF | 111,766 CHF | 100.00% | 100.00% |
21/10/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 173,000 | 173,000 | 164,829 | 164,829 | 105,321 CHF | 106,970 CHF | 100.00% | 100.00% |
18/10/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 169,000 | 169,000 | 164,593 | 164,593 | 105,061 CHF | 106,707 CHF | 100.00% | 100.00% |
17/10/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 173,000 | 173,000 | 168,484 | 168,484 | 111,357 CHF | 113,041 CHF | 99.42% | 99.42% |