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 | 0,38% | 2,63 CHF | 2,64 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 263 405 CHF | 264 405 CHF | 100,00% | 100,00% |
16/10/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 268 479 CHF | 269 513 CHF | 100,00% | 100,00% |
15/10/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 267 893 CHF | 268 928 CHF | 100,00% | 100,00% |
14/10/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 104 000 | 104 000 | 103 039 | 103 039 | 268 409 CHF | 269 440 CHF | 100,00% | 100,00% |
11/10/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 104 000 | 104 000 | 101 724 | 101 724 | 266 583 CHF | 267 600 CHF | 99,15% | 99,15% |
10/10/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 104 000 | 104 000 | 102 829 | 102 829 | 268 516 CHF | 269 544 CHF | 100,00% | 100,00% |
09/10/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 263 022 CHF | 264 022 CHF | 100,00% | 100,00% |
08/10/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 100 000 | 100 000 | 99 496 | 99 496 | 263 021 CHF | 264 018 CHF | 100,00% | 100,00% |
07/10/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 100 000 | 100 000 | 99 768 | 99 768 | 263 622 CHF | 264 619 CHF | 100,00% | 100,00% |
04/10/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 264 051 CHF | 265 087 CHF | 100,00% | 100,00% |