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% | 2.86 CHF | 2.87 CHF | 141,000 | 141,000 | 124,050 | 124,050 | 344,232 CHF | 345,534 CHF | 100.00% | 100.00% |
29/10/2024 | 0.61% | 2.86 CHF | 2.87 CHF | 141,000 | 141,000 | 124,006 | 124,006 | 356,027 CHF | 357,328 CHF | 100.00% | 100.00% |
28/10/2024 | 0.61% | 2.97 CHF | 2.98 CHF | 141,000 | 141,000 | 124,312 | 124,312 | 368,013 CHF | 369,316 CHF | 99.69% | 99.69% |
25/10/2024 | 0.65% | 2.79 CHF | 2.80 CHF | 141,000 | 141,000 | 124,032 | 124,032 | 337,686 CHF | 338,987 CHF | 100.00% | 100.00% |
24/10/2024 | 0.60% | 2.80 CHF | 2.81 CHF | 141,000 | 141,000 | 124,021 | 124,021 | 361,155 CHF | 362,457 CHF | 100.00% | 100.00% |
23/10/2024 | 0.62% | 2.91 CHF | 2.92 CHF | 141,000 | 141,000 | 124,032 | 124,032 | 354,619 CHF | 355,921 CHF | 100.00% | 100.00% |
22/10/2024 | 0.60% | 2.86 CHF | 2.87 CHF | 141,000 | 141,000 | 124,040 | 124,040 | 366,482 CHF | 367,784 CHF | 100.00% | 100.00% |
21/10/2024 | 0.60% | 2.96 CHF | 2.97 CHF | 141,000 | 141,000 | 123,967 | 123,967 | 355,987 CHF | 357,289 CHF | 100.00% | 100.00% |
18/10/2024 | 0.58% | 3.11 CHF | 3.12 CHF | 141,000 | 141,000 | 123,915 | 123,915 | 379,405 CHF | 380,706 CHF | 99.33% | 99.33% |
17/10/2024 | 0.56% | 3.12 CHF | 3.13 CHF | 141,000 | 141,000 | 124,021 | 124,021 | 388,912 CHF | 390,214 CHF | 100.00% | 100.00% |