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 | 1,23% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 270 CHF | 40 770 CHF | 99,77% | 99,77% |
16/10/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 293 CHF | 40 793 CHF | 98,56% | 98,56% |
15/10/2024 | 1,25% | 0,80 CHF | 0,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 765 CHF | 40 265 CHF | 100,00% | 100,00% |
14/10/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 080 CHF | 39 580 CHF | 99,74% | 99,74% |
11/10/2024 | 1,30% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 328 CHF | 38 828 CHF | 94,31% | 94,31% |
10/10/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 552 CHF | 38 052 CHF | 85,32% | 85,32% |
09/10/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 185 CHF | 38 685 CHF | 99,84% | 99,84% |
08/10/2024 | 1,31% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 008 CHF | 38 508 CHF | 99,63% | 99,63% |
07/10/2024 | 1,31% | 0,75 CHF | 0,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 37 868 CHF | 38 368 CHF | 100,00% | 100,00% |
04/10/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 39 791 CHF | 40 291 CHF | 100,00% | 100,00% |