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 | 0,75% | 1,34 CHF | 1,35 CHF | 118 000 | 118 000 | 117 519 | 117 519 | 156 735 CHF | 157 910 CHF | 100,00% | 100,00% |
16/10/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 117 000 | 117 000 | 117 238 | 117 238 | 155 898 CHF | 157 070 CHF | 100,00% | 100,00% |
15/10/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 117 000 | 117 000 | 116 288 | 116 288 | 152 284 CHF | 153 447 CHF | 99,36% | 99,36% |
14/10/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 116 000 | 116 000 | 116 716 | 116 716 | 153 492 CHF | 154 659 CHF | 100,00% | 100,00% |
11/10/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 117 000 | 117 000 | 117 648 | 117 648 | 157 155 CHF | 158 331 CHF | 100,00% | 100,00% |
10/10/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 117 000 | 117 000 | 116 984 | 116 984 | 154 704 CHF | 155 874 CHF | 100,00% | 100,00% |
09/10/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 115 000 | 115 000 | 114 996 | 114 996 | 146 537 CHF | 147 687 CHF | 100,00% | 100,00% |
08/10/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 114 000 | 114 000 | 114 570 | 114 570 | 146 318 CHF | 147 466 CHF | 100,00% | 100,00% |
07/10/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 114 000 | 114 000 | 113 893 | 113 893 | 142 649 CHF | 143 788 CHF | 100,00% | 100,00% |
04/10/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 113 000 | 113 000 | 113 139 | 113 139 | 140 656 CHF | 141 787 CHF | 100,00% | 100,00% |