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 | 0,41% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 99 997 | 99 997 | 243 255 CHF | 244 255 CHF | 100,00% | 100,00% |
16/10/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 247 587 CHF | 248 621 CHF | 100,00% | 100,00% |
15/10/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 246 967 CHF | 248 003 CHF | 100,00% | 100,00% |
14/10/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 247 568 CHF | 248 598 CHF | 100,00% | 100,00% |
11/10/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 104 000 | 104 000 | 101 724 | 101 724 | 246 032 CHF | 247 049 CHF | 99,13% | 99,13% |
10/10/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 247 779 CHF | 248 807 CHF | 100,00% | 100,00% |
09/10/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 242 808 CHF | 243 808 CHF | 100,00% | 100,00% |
08/10/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 100 000 | 100 000 | 99 498 | 99 498 | 242 893 CHF | 243 890 CHF | 100,00% | 100,00% |
07/10/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 100 000 | 100 000 | 99 769 | 99 769 | 243 481 CHF | 244 479 CHF | 100,00% | 100,00% |
04/10/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 243 115 CHF | 244 150 CHF | 100,00% | 100,00% |