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 | 0.47% | 16.75 CHF | 16.83 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 508,217 CHF | 510,617 CHF | 100.00% | 100.00% |
29/10/2024 | 0.41% | 18.60 CHF | 18.68 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 577,719 CHF | 580,119 CHF | 100.00% | 100.00% |
28/10/2024 | 0.43% | 19.08 CHF | 19.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 561,793 CHF | 564,193 CHF | 100.00% | 100.00% |
25/10/2024 | 0.44% | 18.41 CHF | 18.49 CHF | 30,000 | 30,000 | 29,928 | 29,928 | 544,357 CHF | 546,753 CHF | 100.00% | 100.00% |
24/10/2024 | 0.44% | 18.30 CHF | 18.38 CHF | 30,000 | 30,000 | 29,670 | 29,670 | 555,824 CHF | 558,209 CHF | 100.00% | 100.00% |
23/10/2024 | 0.45% | 17.79 CHF | 17.87 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 536,539 CHF | 538,939 CHF | 100.00% | 100.00% |
22/10/2024 | 0.44% | 18.34 CHF | 18.42 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 545,892 CHF | 548,292 CHF | 100.00% | 100.00% |
21/10/2024 | 0.42% | 18.49 CHF | 18.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 476,163 CHF | 478,163 CHF | 99.98% | 99.98% |
18/10/2024 | 0.41% | 19.85 CHF | 19.93 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 587,976 CHF | 590,376 CHF | 100.00% | 100.00% |
17/10/2024 | 0.43% | 18.63 CHF | 18.71 CHF | 30,000 | 30,000 | 29,799 | 29,799 | 558,087 CHF | 560,478 CHF | 100.00% | 100.00% |