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 | 0.72% | 2.69 CHF | 2.71 CHF | 18,400 | 18,400 | 18,359 | 18,359 | 50,513 CHF | 50,880 CHF | 100.00% | 100.00% |
29/10/2024 | 0.67% | 2.90 CHF | 2.92 CHF | 18,200 | 18,200 | 18,200 | 18,200 | 54,293 CHF | 54,657 CHF | 100.00% | 100.00% |
28/10/2024 | 0.71% | 2.88 CHF | 2.90 CHF | 19,100 | 19,100 | 19,454 | 19,454 | 54,327 CHF | 54,717 CHF | 100.00% | 100.00% |
25/10/2024 | 0.75% | 2.70 CHF | 2.72 CHF | 19,800 | 19,800 | 19,820 | 19,820 | 52,731 CHF | 53,128 CHF | 100.00% | 100.00% |
24/10/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 20,900 | 20,900 | 20,871 | 20,871 | 53,932 CHF | 54,141 CHF | 100.00% | 100.00% |
23/10/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 20,500 | 20,500 | 20,598 | 20,598 | 51,105 CHF | 51,311 CHF | 100.00% | 100.00% |
22/10/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 20,600 | 20,600 | 20,600 | 20,600 | 52,458 CHF | 52,664 CHF | 100.00% | 100.00% |
21/10/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 22,300 | 22,300 | 22,354 | 22,354 | 55,963 CHF | 56,187 CHF | 100.00% | 100.00% |
18/10/2024 | 0.49% | 2.27 CHF | 2.28 CHF | 28,000 | 28,000 | 29,001 | 29,001 | 58,577 CHF | 58,867 CHF | 100.00% | 100.00% |
17/10/2024 | 0.62% | 1.71 CHF | 1.72 CHF | 27,900 | 27,900 | 28,359 | 28,359 | 45,499 CHF | 45,783 CHF | 100.00% | 100.00% |