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 | 2,07% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 99 484 | 99 124 | 50 217 CHF | 51 043 CHF | 98,95% | 98,95% |
16/10/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 571 CHF | 52 571 CHF | 99,58% | 99,58% |
15/10/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 773 CHF | 54 773 CHF | 99,10% | 99,10% |
14/10/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 606 CHF | 54 606 CHF | 99,99% | 99,99% |
11/10/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 99 956 | 99 956 | 54 714 CHF | 55 714 CHF | 87,61% | 87,61% |
10/10/2024 | 1,72% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 982 | 99 982 | 57 733 CHF | 58 733 CHF | 99,49% | 99,49% |
09/10/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 016 CHF | 60 016 CHF | 100,00% | 100,00% |
08/10/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 505 CHF | 57 505 CHF | 100,00% | 100,00% |
07/10/2024 | 1,85% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 435 CHF | 54 435 CHF | 91,34% | 91,34% |
04/10/2024 | 2,93% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 93 901 | 92 522 | 47 079 CHF | 47 429 CHF | 99,11% | 99,11% |