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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 132 309 CHF | 133 149 CHF | 99,98% | 99,98% |
16/10/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 130 876 CHF | 131 716 CHF | 100,00% | 100,00% |
15/10/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 127 977 CHF | 128 817 CHF | 99,36% | 99,36% |
14/10/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 128 565 CHF | 129 405 CHF | 100,00% | 100,00% |
11/10/2024 | 0,65% | 1,52 CHF | 1,53 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 128 084 CHF | 128 924 CHF | 99,89% | 99,89% |
10/10/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 130 183 CHF | 131 023 CHF | 100,00% | 100,00% |
09/10/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 84 000 | 84 000 | 84 000 | 84 000 | 129 177 CHF | 130 017 CHF | 100,00% | 100,00% |
08/10/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 84 000 | 84 000 | 83 727 | 83 727 | 128 542 CHF | 129 382 CHF | 99,79% | 99,79% |
07/10/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 84 000 | 84 000 | 86 042 | 86 042 | 127 869 CHF | 128 730 CHF | 100,00% | 100,00% |
04/10/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 88 000 | 88 000 | 88 000 | 88 000 | 129 872 CHF | 130 752 CHF | 99,85% | 99,85% |