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 | 0,77% | 2,61 CHF | 2,63 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 193 788 CHF | 195 288 CHF | 98,11% | 98,11% |
16/10/2024 | 0,79% | 2,54 CHF | 2,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 613 CHF | 190 113 CHF | 97,33% | 97,33% |
15/10/2024 | 0,78% | 2,56 CHF | 2,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 472 CHF | 192 972 CHF | 91,94% | 91,94% |
14/10/2024 | 0,80% | 2,51 CHF | 2,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 187 120 CHF | 188 620 CHF | 95,24% | 95,24% |
11/10/2024 | 0,84% | 2,45 CHF | 2,47 CHF | 75 000 | 75 000 | 74 742 | 74 742 | 178 008 CHF | 179 508 CHF | 95,10% | 95,10% |
10/10/2024 | 0,86% | 2,36 CHF | 2,38 CHF | 100 000 | 100 000 | 98 134 | 98 134 | 229 013 CHF | 230 987 CHF | 96,75% | 96,75% |
09/10/2024 | 0,90% | 2,26 CHF | 2,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 221 764 CHF | 223 764 CHF | 95,88% | 95,88% |
08/10/2024 | 0,90% | 2,26 CHF | 2,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 222 344 CHF | 224 344 CHF | 99,73% | 99,73% |
07/10/2024 | 0,86% | 2,24 CHF | 2,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 232 156 CHF | 234 156 CHF | 98,55% | 98,55% |
04/10/2024 | 0,88% | 2,29 CHF | 2,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 225 091 CHF | 227 091 CHF | 75,52% | 75,52% |