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 | 0.76% | 2.39 CHF | 2.40 CHF | 141,000 | 141,000 | 124,050 | 124,050 | 286,589 CHF | 287,891 CHF | 100.00% | 100.00% |
29/10/2024 | 0.72% | 2.39 CHF | 2.40 CHF | 141,000 | 141,000 | 124,006 | 124,006 | 298,347 CHF | 299,649 CHF | 100.00% | 100.00% |
28/10/2024 | 0.73% | 2.51 CHF | 2.52 CHF | 141,000 | 141,000 | 124,312 | 124,312 | 310,297 CHF | 311,600 CHF | 99.69% | 99.69% |
25/10/2024 | 0.79% | 2.33 CHF | 2.34 CHF | 141,000 | 141,000 | 124,032 | 124,032 | 279,664 CHF | 280,966 CHF | 100.00% | 100.00% |
24/10/2024 | 0.72% | 2.34 CHF | 2.35 CHF | 141,000 | 141,000 | 124,018 | 124,018 | 303,638 CHF | 304,939 CHF | 100.00% | 100.00% |
23/10/2024 | 0.74% | 2.45 CHF | 2.46 CHF | 141,000 | 141,000 | 124,034 | 124,034 | 297,004 CHF | 298,306 CHF | 100.00% | 100.00% |
22/10/2024 | 0.71% | 2.40 CHF | 2.41 CHF | 141,000 | 141,000 | 124,038 | 124,038 | 308,961 CHF | 310,263 CHF | 100.00% | 100.00% |
21/10/2024 | 0.71% | 2.49 CHF | 2.50 CHF | 141,000 | 141,000 | 123,957 | 123,957 | 298,540 CHF | 299,841 CHF | 100.00% | 100.00% |
18/10/2024 | 0.68% | 2.65 CHF | 2.66 CHF | 141,000 | 141,000 | 124,029 | 124,029 | 322,206 CHF | 323,508 CHF | 100.00% | 100.00% |
17/10/2024 | 0.66% | 2.65 CHF | 2.66 CHF | 141,000 | 141,000 | 124,021 | 124,021 | 331,411 CHF | 332,712 CHF | 100.00% | 100.00% |