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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31/10/2024 | 0.54% | 3.52 CHF | 3.54 CHF | 69,400 | 69,400 | 69,400 | 69,400 | 256,714 CHF | 258,102 CHF | 99.88% | 99.88% |
30/10/2024 | 0.47% | 4.17 CHF | 4.19 CHF | 67,600 | 67,600 | 67,600 | 67,600 | 286,649 CHF | 288,001 CHF | 100.00% | 100.00% |
29/10/2024 | 0.50% | 4.03 CHF | 4.05 CHF | 70,800 | 70,800 | 70,800 | 70,800 | 284,150 CHF | 285,566 CHF | 99.91% | 99.91% |
28/10/2024 | 0.55% | 3.77 CHF | 3.79 CHF | 73,500 | 73,500 | 73,500 | 73,500 | 268,273 CHF | 269,743 CHF | 100.00% | 100.00% |
25/10/2024 | 0.57% | 3.57 CHF | 3.59 CHF | 80,100 | 80,100 | 80,100 | 80,100 | 282,573 CHF | 284,175 CHF | 100.00% | 100.00% |
24/10/2024 | 0.57% | 3.40 CHF | 3.42 CHF | 77,600 | 77,600 | 77,600 | 77,600 | 270,536 CHF | 272,088 CHF | 99.38% | 99.38% |
23/10/2024 | 0.58% | 3.33 CHF | 3.35 CHF | 78,000 | 78,000 | 78,000 | 78,000 | 268,421 CHF | 269,981 CHF | 100.00% | 100.00% |
22/10/2024 | 0.55% | 3.61 CHF | 3.63 CHF | 74,900 | 74,900 | 74,900 | 74,900 | 274,104 CHF | 275,602 CHF | 100.00% | 100.00% |
21/10/2024 | 0.48% | 3.99 CHF | 4.01 CHF | 69,600 | 69,600 | 69,600 | 69,600 | 287,674 CHF | 289,066 CHF | 100.00% | 100.00% |
18/10/2024 | 0.48% | 4.16 CHF | 4.18 CHF | 69,300 | 69,300 | 69,300 | 69,300 | 290,970 CHF | 292,356 CHF | 100.00% | 100.00% |