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 | 0,48% | 2,08 CHF | 2,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 619 137 CHF | 207 379 CHF | 98,86% | 98,86% |
16/10/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 625 015 CHF | 209 338 CHF | 87,86% | 87,86% |
15/10/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 584 171 CHF | 195 724 CHF | 99,23% | 99,23% |
14/10/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 577 503 CHF | 193 501 CHF | 99,24% | 99,24% |
11/10/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 982 CHF | 194 327 CHF | 96,95% | 96,95% |
10/10/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 594 622 CHF | 199 207 CHF | 98,13% | 98,13% |
09/10/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 586 684 CHF | 196 561 CHF | 99,22% | 99,22% |
08/10/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 578 022 CHF | 193 674 CHF | 98,21% | 98,21% |
07/10/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 580 902 CHF | 194 634 CHF | 99,24% | 99,24% |
04/10/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 520 CHF | 194 173 CHF | 99,08% | 99,08% |