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% | 2,49 CHF | 2,50 CHF | 36 700 | 36 700 | 36 372 | 36 372 | 90 992 CHF | 91 356 CHF | 100,00% | 100,00% |
16/10/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 36 800 | 36 800 | 36 355 | 36 355 | 91 211 CHF | 91 575 CHF | 100,00% | 100,00% |
15/10/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 36 500 | 36 500 | 36 071 | 36 071 | 92 087 CHF | 92 448 CHF | 100,00% | 100,00% |
14/10/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 36 500 | 36 500 | 36 190 | 36 190 | 91 941 CHF | 92 303 CHF | 100,00% | 100,00% |
11/10/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 36 700 | 36 700 | 36 362 | 36 362 | 91 038 CHF | 91 402 CHF | 100,00% | 100,00% |
10/10/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 36 500 | 36 500 | 36 217 | 36 217 | 91 713 CHF | 92 075 CHF | 100,00% | 100,00% |
09/10/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 35 900 | 35 900 | 35 590 | 35 590 | 93 561 CHF | 93 918 CHF | 100,00% | 100,00% |
08/10/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 35 800 | 35 800 | 35 580 | 35 580 | 93 498 CHF | 93 855 CHF | 100,00% | 100,00% |
07/10/2024 | 0,37% | 2,71 CHF | 2,69 CHF | 35 400 | 35 500 | 70 822 | 35 422 | 191 928 CHF | 96 348 CHF | 0,98% | 100,00% |
04/10/2024 | 0,36% | 2,74 CHF | 2,71 CHF | 35 100 | 71 000 | 68 691 | 35 240 | 188 229 CHF | 96 926 CHF | 7,70% | 100,00% |