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 | 0,35% | 2,83 CHF | 2,84 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 282 804 CHF | 283 804 CHF | 100,00% | 100,00% |
16/10/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 104 000 | 104 000 | 103 442 | 103 442 | 288 679 CHF | 289 713 CHF | 100,00% | 100,00% |
15/10/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 288 341 CHF | 289 376 CHF | 100,00% | 100,00% |
14/10/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 288 766 CHF | 289 796 CHF | 100,00% | 100,00% |
11/10/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 104 000 | 104 000 | 101 710 | 101 710 | 286 392 CHF | 287 409 CHF | 98,67% | 98,67% |
10/10/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 288 611 CHF | 289 640 CHF | 100,00% | 100,00% |
09/10/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 100 000 | 100 000 | 100 009 | 100 009 | 282 542 CHF | 283 542 CHF | 100,00% | 100,00% |
08/10/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 100 000 | 100 000 | 99 499 | 99 499 | 282 398 CHF | 283 395 CHF | 100,00% | 100,00% |
07/10/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 100 000 | 100 000 | 99 769 | 99 769 | 283 035 CHF | 284 033 CHF | 100,00% | 100,00% |
04/10/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 284 227 CHF | 285 263 CHF | 100,00% | 100,00% |