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 | 0,29% | 3,42 CHF | 3,43 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 178 845 CHF | 179 365 CHF | 100,00% | 100,00% |
16/10/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 178 224 CHF | 178 744 CHF | 100,00% | 100,00% |
15/10/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 52 000 | 52 000 | 51 387 | 51 387 | 178 456 CHF | 178 970 CHF | 100,00% | 100,00% |
14/10/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 50 000 | 50 000 | 50 795 | 50 795 | 176 872 CHF | 177 380 CHF | 100,00% | 100,00% |
11/10/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 176 542 CHF | 177 062 CHF | 100,00% | 100,00% |
10/10/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 175 147 CHF | 175 667 CHF | 100,00% | 100,00% |
09/10/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 169 693 CHF | 170 233 CHF | 100,00% | 100,00% |
08/10/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 54 000 | 54 000 | 54 002 | 54 002 | 167 057 CHF | 167 598 CHF | 100,00% | 100,00% |
07/10/2024 | 0,31% | 3,11 CHF | 3,12 CHF | 54 000 | 54 000 | 53 810 | 53 810 | 173 736 CHF | 174 274 CHF | 100,00% | 100,00% |
04/10/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 172 601 CHF | 173 121 CHF | 100,00% | 100,00% |