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 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,049 CHF | 158,049 CHF | 99.35% | 99.35% |
29/10/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,958 CHF | 154,958 CHF | 99.48% | 99.48% |
28/10/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,822 CHF | 157,822 CHF | 99.37% | 99.37% |
25/10/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,649 CHF | 156,649 CHF | 97.15% | 97.15% |
24/10/2024 | 0.63% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,288 CHF | 158,288 CHF | 95.38% | 95.38% |
23/10/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,268 CHF | 163,268 CHF | 99.44% | 99.44% |
22/10/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,268 CHF | 166,268 CHF | 97.93% | 97.93% |
21/10/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,596 CHF | 165,596 CHF | 99.06% | 99.06% |
18/10/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,271 CHF | 168,271 CHF | 99.39% | 99.39% |
17/10/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,559 CHF | 173,559 CHF | 99.42% | 99.42% |