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 | 0,96% | 1,01 CHF | 1,02 CHF | 620 400 | 620 400 | 604 994 | 604 994 | 630 375 CHF | 636 425 CHF | 99,59% | 99,59% |
16/10/2024 | 0,90% | 1,09 CHF | 1,10 CHF | 594 800 | 594 800 | 592 039 | 592 039 | 651 979 CHF | 657 900 CHF | 100,00% | 100,00% |
15/10/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 590 200 | 590 200 | 584 002 | 584 002 | 659 022 CHF | 664 862 CHF | 100,00% | 100,00% |
14/10/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 580 000 | 580 000 | 571 114 | 571 114 | 657 930 CHF | 663 642 CHF | 100,00% | 100,00% |
11/10/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 565 400 | 565 400 | 564 681 | 564 681 | 666 248 CHF | 671 894 CHF | 100,00% | 100,00% |
10/10/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 564 300 | 564 300 | 554 071 | 554 071 | 650 561 CHF | 656 102 CHF | 100,00% | 100,00% |
09/10/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 547 300 | 547 300 | 533 169 | 533 169 | 647 595 CHF | 652 926 CHF | 99,48% | 99,48% |
08/10/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 523 800 | 523 800 | 527 990 | 527 990 | 662 953 CHF | 668 232 CHF | 100,00% | 100,00% |
07/10/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 530 800 | 530 800 | 508 284 | 508 284 | 628 583 CHF | 633 666 CHF | 99,27% | 99,27% |
04/10/2024 | 0,76% | 1,24 CHF | 1,25 CHF | 493 100 | 493 100 | 488 019 | 488 019 | 637 039 CHF | 641 920 CHF | 100,00% | 100,00% |