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 | 1.60% | 2.23 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,460 CHF | 56,353 CHF | 97.09% | 97.09% |
29/10/2024 | 1.58% | 2.35 CHF | 2.38 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 47,974 CHF | 48,737 CHF | 99.30% | 99.30% |
28/10/2024 | 1.52% | 2.50 CHF | 2.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,539 CHF | 53,341 CHF | 95.93% | 95.93% |
25/10/2024 | 1.51% | 2.65 CHF | 2.69 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,688 CHF | 53,488 CHF | 99.12% | 99.12% |
24/10/2024 | 1.33% | 2.69 CHF | 2.72 CHF | 25,000 | 25,000 | 24,825 | 24,825 | 65,833 CHF | 66,709 CHF | 91.33% | 91.33% |
23/10/2024 | 1.49% | 2.34 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,805 CHF | 59,685 CHF | 100.00% | 100.00% |
22/10/2024 | 1.51% | 2.31 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,291 CHF | 60,194 CHF | 100.00% | 100.00% |
21/10/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
18/10/2024 | 1.51% | 2.62 CHF | 2.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,046 CHF | 52,836 CHF | 100.00% | 100.00% |
17/10/2024 | 1.65% | 2.54 CHF | 2.58 CHF | 25,000 | 25,000 | 21,416 | 21,416 | 52,184 CHF | 52,991 CHF | 98.45% | 98.45% |