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 | 0,39% | 2,54 CHF | 2,55 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 254 457 CHF | 255 457 CHF | 100,00% | 100,00% |
16/10/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 259 254 CHF | 260 288 CHF | 100,00% | 100,00% |
15/10/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 258 643 CHF | 259 679 CHF | 100,00% | 100,00% |
14/10/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 259 200 CHF | 260 231 CHF | 100,00% | 100,00% |
11/10/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 104 000 | 104 000 | 101 722 | 101 722 | 257 532 CHF | 258 549 CHF | 99,15% | 99,15% |
10/10/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 259 345 CHF | 260 373 CHF | 100,00% | 100,00% |
09/10/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 100 000 | 100 000 | 100 012 | 100 012 | 254 085 CHF | 255 085 CHF | 100,00% | 100,00% |
08/10/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 100 000 | 100 000 | 99 494 | 99 494 | 254 121 CHF | 255 118 CHF | 100,00% | 100,00% |
07/10/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 100 000 | 100 000 | 99 767 | 99 767 | 254 709 CHF | 255 707 CHF | 100,00% | 100,00% |
04/10/2024 | 0,41% | 2,50 CHF | 2,51 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 254 785 CHF | 255 821 CHF | 100,00% | 100,00% |