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 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,294 CHF | 69,794 CHF | 99.20% | 99.20% |
29/10/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,219 CHF | 68,719 CHF | 99.39% | 99.39% |
28/10/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,524 CHF | 71,024 CHF | 99.32% | 99.32% |
25/10/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,095 CHF | 70,595 CHF | 99.39% | 99.39% |
24/10/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,563 CHF | 70,063 CHF | 95.30% | 95.30% |
23/10/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,301 CHF | 71,801 CHF | 99.39% | 99.39% |
22/10/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,629 CHF | 73,129 CHF | 97.95% | 97.95% |
21/10/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,895 CHF | 74,395 CHF | 99.28% | 99.28% |
18/10/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,241 CHF | 76,741 CHF | 99.36% | 99.36% |
17/10/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,770 CHF | 78,270 CHF | 99.25% | 99.25% |