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 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,008 CHF | 74,508 CHF | 99.22% | 99.22% |
29/10/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,752 CHF | 75,252 CHF | 99.39% | 99.39% |
28/10/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,429 CHF | 72,929 CHF | 99.31% | 99.31% |
25/10/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,110 CHF | 73,610 CHF | 99.39% | 99.39% |
24/10/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,212 CHF | 73,712 CHF | 95.28% | 95.28% |
23/10/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,472 CHF | 71,972 CHF | 99.39% | 99.39% |
22/10/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,331 CHF | 70,831 CHF | 97.95% | 97.95% |
21/10/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,351 CHF | 69,851 CHF | 99.27% | 99.27% |
18/10/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,244 CHF | 67,744 CHF | 99.36% | 99.36% |
17/10/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,522 CHF | 66,022 CHF | 99.25% | 99.25% |