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 | 0,40% | 2,49 CHF | 2,50 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 249 125 CHF | 250 125 CHF | 100,00% | 100,00% |
16/10/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 253 675 CHF | 254 709 CHF | 100,00% | 100,00% |
15/10/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 253 060 CHF | 254 096 CHF | 100,00% | 100,00% |
14/10/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 104 000 | 104 000 | 103 041 | 103 041 | 253 638 CHF | 254 668 CHF | 100,00% | 100,00% |
11/10/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 104 000 | 104 000 | 101 712 | 101 712 | 252 017 CHF | 253 034 CHF | 98,67% | 98,67% |
10/10/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 104 000 | 104 000 | 102 831 | 102 831 | 253 841 CHF | 254 869 CHF | 100,00% | 100,00% |
09/10/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 248 692 CHF | 249 692 CHF | 100,00% | 100,00% |
08/10/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 100 000 | 100 000 | 99 489 | 99 489 | 248 715 CHF | 249 712 CHF | 100,00% | 100,00% |
07/10/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 100 000 | 100 000 | 99 769 | 99 769 | 249 327 CHF | 250 324 CHF | 100,00% | 100,00% |
04/10/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 249 206 CHF | 250 242 CHF | 100,00% | 100,00% |