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 | 0,42% | 2,36 CHF | 2,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 060 810 CHF | 355 103 CHF | 98,34% | 98,34% |
16/10/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 043 040 CHF | 349 180 CHF | 98,50% | 98,50% |
15/10/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 073 410 CHF | 359 304 CHF | 98,78% | 98,78% |
14/10/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 075 660 CHF | 360 054 CHF | 98,75% | 98,75% |
11/10/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 068 160 CHF | 357 555 CHF | 98,78% | 98,78% |
10/10/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 059 730 CHF | 354 745 CHF | 98,76% | 98,76% |
09/10/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 048 770 CHF | 351 091 CHF | 98,82% | 98,82% |
08/10/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 034 500 CHF | 346 333 CHF | 97,78% | 97,78% |
07/10/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 052 210 CHF | 352 236 CHF | 98,78% | 98,78% |
04/10/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 036 660 CHF | 347 052 CHF | 98,84% | 98,84% |