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 | 0,83% | 1,97 CHF | 1,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 920 CHF | 100 755 CHF | 97,67% | 97,67% |
16/10/2024 | 0,91% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 127 CHF | 100 034 CHF | 99,10% | 99,10% |
15/10/2024 | 0,86% | 2,04 CHF | 2,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 784 CHF | 103 672 CHF | 95,08% | 95,08% |
14/10/2024 | 0,90% | 2,09 CHF | 2,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 679 CHF | 104 614 CHF | 95,20% | 95,20% |
11/10/2024 | 0,92% | 2,00 CHF | 2,02 CHF | 50 000 | 50 000 | 49 795 | 49 744 | 96 445 CHF | 97 231 CHF | 96,08% | 96,08% |
10/10/2024 | 0,94% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 49 727 | 49 659 | 93 678 CHF | 94 421 CHF | 93,45% | 93,45% |
09/10/2024 | 1,08% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 565 CHF | 77 396 CHF | 91,94% | 91,94% |
08/10/2024 | 1,12% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 682 CHF | 74 510 CHF | 96,54% | 96,54% |
07/10/2024 | 1,04% | 1,49 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 574 CHF | 85 455 CHF | 99,69% | 99,69% |
04/10/2024 | 0,94% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 91 070 CHF | 91 927 CHF | 84,00% | 84,00% |