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 | 0.44% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,417 CHF | 56,667 CHF | 99.47% | 99.47% |
29/10/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,719 CHF | 55,969 CHF | 100.00% | 100.00% |
28/10/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,694 CHF | 55,944 CHF | 100.00% | 100.00% |
25/10/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,793 CHF | 56,043 CHF | 92.37% | 92.37% |
24/10/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,905 CHF | 54,155 CHF | 97.42% | 97.42% |
23/10/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,532 CHF | 53,782 CHF | 100.00% | 100.00% |
22/10/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,025 CHF | 54,275 CHF | 98.40% | 98.40% |
21/10/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,557 CHF | 55,807 CHF | 99.00% | 99.00% |
18/10/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,822 CHF | 57,072 CHF | 100.00% | 100.00% |
17/10/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,924 CHF | 56,174 CHF | 99.73% | 99.73% |