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 | 0,89% | 1,20 CHF | 1,21 CHF | 55 000 | 55 000 | 31 811 | 31 811 | 36 631 CHF | 36 950 CHF | 99,19% | 99,19% |
16/10/2024 | 0,88% | 1,09 CHF | 1,10 CHF | 60 000 | 60 000 | 31 290 | 31 290 | 36 081 CHF | 36 394 CHF | 99,08% | 99,08% |
15/10/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 60 000 | 60 000 | 32 899 | 32 899 | 36 834 CHF | 37 164 CHF | 100,00% | 100,00% |
14/10/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 60 000 | 60 000 | 32 475 | 32 475 | 36 176 CHF | 36 501 CHF | 93,80% | 93,80% |
11/10/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 60 000 | 60 000 | 32 765 | 32 765 | 37 705 CHF | 38 033 CHF | 100,00% | 100,00% |
10/10/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 60 000 | 60 000 | 32 843 | 32 843 | 35 529 CHF | 35 858 CHF | 100,00% | 100,00% |
09/10/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 60 000 | 60 000 | 32 862 | 32 862 | 33 997 CHF | 34 326 CHF | 99,90% | 99,90% |
08/10/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 60 000 | 60 000 | 32 331 | 32 331 | 35 018 CHF | 35 344 CHF | 100,00% | 100,00% |
07/10/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 60 000 | 60 000 | 32 976 | 32 976 | 36 843 CHF | 37 174 CHF | 99,59% | 99,59% |
04/10/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 60 000 | 60 000 | 32 388 | 32 388 | 35 765 CHF | 36 090 CHF | 99,64% | 99,64% |