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 | 0.54% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,579 CHF | 46,829 CHF | 99.47% | 99.47% |
29/10/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,908 CHF | 46,158 CHF | 99.96% | 99.96% |
28/10/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 27,257 | 27,257 | 50,000 CHF | 50,273 CHF | 100.00% | 100.00% |
25/10/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,754 CHF | 92,254 CHF | 91.79% | 91.79% |
24/10/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,116 CHF | 88,616 CHF | 97.42% | 97.42% |
23/10/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,468 CHF | 87,968 CHF | 100.00% | 100.00% |
22/10/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,529 CHF | 89,029 CHF | 98.40% | 98.40% |
21/10/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,563 CHF | 92,063 CHF | 99.00% | 99.00% |
18/10/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,026 CHF | 94,526 CHF | 100.00% | 100.00% |
17/10/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,196 CHF | 92,696 CHF | 99.74% | 99.74% |