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 | 0.76% | 1.90 CHF | 1.91 CHF | 66,000 | 66,000 | 35,692 | 35,692 | 67,535 CHF | 67,961 CHF | 100.00% | 100.00% |
29/10/2024 | 0.76% | 1.88 CHF | 1.89 CHF | 66,000 | 66,000 | 35,802 | 35,802 | 67,162 CHF | 67,590 CHF | 99.66% | 99.66% |
28/10/2024 | 0.79% | 1.85 CHF | 1.86 CHF | 66,000 | 66,000 | 36,191 | 36,191 | 65,742 CHF | 66,173 CHF | 99.82% | 99.82% |
25/10/2024 | 0.82% | 1.82 CHF | 1.83 CHF | 67,000 | 67,000 | 29,858 | 29,858 | 56,144 CHF | 56,533 CHF | 99.93% | 99.93% |
24/10/2024 | 0.85% | 1.84 CHF | 1.85 CHF | 67,000 | 67,000 | 30,049 | 30,049 | 55,056 CHF | 55,446 CHF | 99.99% | 99.99% |
23/10/2024 | 0.85% | 1.81 CHF | 1.82 CHF | 67,000 | 67,000 | 30,073 | 30,073 | 54,800 CHF | 55,191 CHF | 100.00% | 100.00% |
22/10/2024 | 0.86% | 1.83 CHF | 1.84 CHF | 67,000 | 67,000 | 30,044 | 30,044 | 54,297 CHF | 54,687 CHF | 99.90% | 99.90% |
21/10/2024 | 0.81% | 1.85 CHF | 1.86 CHF | 67,000 | 67,000 | 29,823 | 29,823 | 56,506 CHF | 56,895 CHF | 100.00% | 100.00% |
18/10/2024 | 0.80% | 1.91 CHF | 1.92 CHF | 66,000 | 66,000 | 29,501 | 29,501 | 56,758 CHF | 57,143 CHF | 99.70% | 99.70% |
17/10/2024 | 0.80% | 1.95 CHF | 1.96 CHF | 65,000 | 65,000 | 29,381 | 29,381 | 57,004 CHF | 57,388 CHF | 100.00% | 100.00% |