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 | 0,86% | 1,23 CHF | 1,24 CHF | 55 000 | 55 000 | 31 810 | 31 810 | 37 774 CHF | 38 093 CHF | 99,19% | 99,19% |
16/10/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 31 290 | 31 290 | 37 236 CHF | 37 550 CHF | 99,08% | 99,08% |
15/10/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 60 000 | 60 000 | 32 898 | 32 898 | 38 067 CHF | 38 397 CHF | 100,00% | 100,00% |
14/10/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 32 475 | 32 475 | 37 413 CHF | 37 739 CHF | 93,79% | 93,79% |
11/10/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 60 000 | 60 000 | 32 762 | 32 762 | 38 876 CHF | 39 204 CHF | 100,00% | 100,00% |
10/10/2024 | 0,91% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 32 843 | 32 843 | 36 679 CHF | 37 009 CHF | 100,00% | 100,00% |
09/10/2024 | 0,94% | 1,08 CHF | 1,09 CHF | 60 000 | 60 000 | 32 861 | 32 861 | 35 191 CHF | 35 520 CHF | 99,90% | 99,90% |
08/10/2024 | 0,91% | 1,09 CHF | 1,10 CHF | 60 000 | 60 000 | 32 332 | 32 332 | 36 200 CHF | 36 526 CHF | 100,00% | 100,00% |
07/10/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 60 000 | 60 000 | 32 977 | 32 977 | 38 013 CHF | 38 343 CHF | 99,59% | 99,59% |
04/10/2024 | 0,89% | 1,19 CHF | 1,20 CHF | 60 000 | 60 000 | 32 387 | 32 387 | 36 906 CHF | 37 230 CHF | 99,64% | 99,64% |