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 | 0,69% | 1,52 CHF | 1,53 CHF | 36 000 | 36 000 | 35 392 | 35 392 | 51 244 CHF | 51 597 CHF | 98,19% | 98,19% |
16/10/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 34 000 | 34 000 | 34 685 | 34 685 | 48 502 CHF | 48 849 CHF | 100,00% | 100,00% |
15/10/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 50 994 CHF | 51 344 CHF | 100,00% | 100,00% |
14/10/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 35 000 | 35 000 | 35 614 | 35 614 | 52 488 CHF | 52 844 CHF | 99,60% | 99,60% |
11/10/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 35 000 | 35 000 | 35 512 | 35 512 | 52 180 CHF | 52 536 CHF | 100,00% | 100,00% |
10/10/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 36 000 | 36 000 | 35 546 | 35 546 | 52 455 CHF | 52 810 CHF | 100,00% | 100,00% |
09/10/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 35 000 | 35 000 | 35 425 | 35 425 | 52 008 CHF | 52 362 CHF | 100,00% | 100,00% |
08/10/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 36 000 | 36 000 | 35 931 | 35 931 | 54 200 CHF | 54 560 CHF | 100,00% | 100,00% |
07/10/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 36 000 | 36 000 | 35 990 | 35 990 | 53 544 CHF | 53 904 CHF | 100,00% | 100,00% |
04/10/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 36 000 | 36 000 | 35 821 | 35 821 | 53 289 CHF | 53 647 CHF | 99,68% | 99,68% |