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 | 0,40% | 2,63 CHF | 2,64 CHF | 44 000 | 44 000 | 25 845 | 25 845 | 66 418 CHF | 66 677 CHF | 99,19% | 99,19% |
16/10/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 48 000 | 48 000 | 25 162 | 25 162 | 64 687 CHF | 64 940 CHF | 99,08% | 99,08% |
15/10/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 48 000 | 48 000 | 26 739 | 26 739 | 67 547 CHF | 67 815 CHF | 100,00% | 100,00% |
14/10/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 48 000 | 48 000 | 26 399 | 26 399 | 66 524 CHF | 66 788 CHF | 93,80% | 93,80% |
11/10/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 48 000 | 48 000 | 26 628 | 26 628 | 68 106 CHF | 68 373 CHF | 100,00% | 100,00% |
10/10/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 48 000 | 48 000 | 26 695 | 26 695 | 65 986 CHF | 66 254 CHF | 100,00% | 100,00% |
09/10/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 48 000 | 48 000 | 26 709 | 26 709 | 64 412 CHF | 64 680 CHF | 99,90% | 99,90% |
08/10/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 48 000 | 48 000 | 26 289 | 26 289 | 65 004 CHF | 65 268 CHF | 100,00% | 100,00% |
07/10/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 48 000 | 48 000 | 26 800 | 26 800 | 67 352 CHF | 67 620 CHF | 99,59% | 99,59% |
04/10/2024 | 0,41% | 2,56 CHF | 2,57 CHF | 48 000 | 48 000 | 26 327 | 26 327 | 65 663 CHF | 65 926 CHF | 99,63% | 99,63% |