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 | 1,10% | 2,36 CHF | 2,38 CHF | 39 000 | 39 000 | 21 689 | 21 689 | 50 858 CHF | 51 377 CHF | 99,98% | 99,98% |
16/10/2024 | 1,08% | 2,37 CHF | 2,39 CHF | 39 000 | 39 000 | 21 460 | 21 460 | 50 818 CHF | 51 332 CHF | 100,00% | 100,00% |
15/10/2024 | 1,17% | 2,29 CHF | 2,31 CHF | 40 000 | 40 000 | 21 868 | 21 868 | 48 498 CHF | 49 020 CHF | 100,00% | 100,00% |
14/10/2024 | 1,17% | 2,16 CHF | 2,18 CHF | 40 000 | 40 000 | 22 206 | 22 206 | 48 164 CHF | 48 691 CHF | 95,69% | 95,69% |
11/10/2024 | 1,18% | 2,19 CHF | 2,21 CHF | 40 000 | 40 000 | 21 921 | 21 921 | 47 827 CHF | 48 351 CHF | 99,95% | 99,95% |
10/10/2024 | 1,18% | 2,24 CHF | 2,26 CHF | 40 000 | 40 000 | 21 562 | 21 562 | 48 295 CHF | 48 819 CHF | 100,00% | 100,00% |
09/10/2024 | 1,16% | 2,20 CHF | 2,22 CHF | 40 000 | 40 000 | 21 919 | 21 919 | 48 258 CHF | 48 781 CHF | 99,72% | 99,72% |
08/10/2024 | 1,18% | 2,20 CHF | 2,22 CHF | 40 000 | 40 000 | 21 838 | 21 838 | 47 524 CHF | 48 048 CHF | 100,00% | 100,00% |
07/10/2024 | 1,18% | 2,20 CHF | 2,22 CHF | 40 000 | 40 000 | 21 811 | 21 811 | 47 691 CHF | 48 215 CHF | 100,00% | 100,00% |
04/10/2024 | 1,18% | 2,18 CHF | 2,20 CHF | 40 000 | 40 000 | 21 957 | 21 957 | 47 998 CHF | 48 522 CHF | 99,59% | 99,59% |