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 | 0.38% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,417 CHF | 66,667 CHF | 99.47% | 99.47% |
29/10/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,581 CHF | 65,831 CHF | 99.99% | 99.99% |
28/10/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,608 CHF | 65,858 CHF | 100.00% | 100.00% |
25/10/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,634 CHF | 65,884 CHF | 92.37% | 92.37% |
24/10/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,786 CHF | 64,036 CHF | 97.40% | 97.40% |
23/10/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,350 CHF | 63,600 CHF | 100.00% | 100.00% |
22/10/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,863 CHF | 64,113 CHF | 98.41% | 98.41% |
21/10/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,369 CHF | 65,619 CHF | 99.00% | 99.00% |
18/10/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,655 CHF | 66,905 CHF | 100.00% | 100.00% |
17/10/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,732 CHF | 65,982 CHF | 99.74% | 99.74% |