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 | 0.34% | 5.28 CHF | 5.29 CHF | 141,000 | 141,000 | 124,024 | 124,024 | 645,330 CHF | 646,631 CHF | 100.00% | 100.00% |
29/10/2024 | 0.33% | 5.29 CHF | 5.30 CHF | 141,000 | 141,000 | 124,006 | 124,006 | 656,958 CHF | 658,259 CHF | 100.00% | 100.00% |
28/10/2024 | 0.33% | 5.39 CHF | 5.40 CHF | 141,000 | 141,000 | 124,312 | 124,312 | 669,035 CHF | 670,338 CHF | 99.69% | 99.69% |
25/10/2024 | 0.34% | 5.21 CHF | 5.22 CHF | 141,000 | 141,000 | 124,030 | 124,030 | 638,194 CHF | 639,495 CHF | 100.00% | 100.00% |
24/10/2024 | 0.33% | 5.23 CHF | 5.24 CHF | 141,000 | 141,000 | 124,011 | 124,011 | 661,362 CHF | 662,664 CHF | 100.00% | 100.00% |
23/10/2024 | 0.33% | 5.33 CHF | 5.34 CHF | 141,000 | 141,000 | 124,031 | 124,031 | 655,379 CHF | 656,681 CHF | 100.00% | 100.00% |
22/10/2024 | 0.33% | 5.28 CHF | 5.29 CHF | 141,000 | 141,000 | 124,040 | 124,040 | 666,661 CHF | 667,963 CHF | 100.00% | 100.00% |
21/10/2024 | 0.33% | 5.38 CHF | 5.39 CHF | 141,000 | 141,000 | 123,923 | 123,923 | 655,418 CHF | 656,720 CHF | 100.00% | 100.00% |
18/10/2024 | 0.32% | 5.53 CHF | 5.54 CHF | 141,000 | 141,000 | 123,911 | 123,911 | 679,012 CHF | 680,312 CHF | 99.34% | 99.34% |
17/10/2024 | 0.32% | 5.54 CHF | 5.55 CHF | 141,000 | 141,000 | 124,021 | 124,021 | 688,709 CHF | 690,011 CHF | 100.00% | 100.00% |