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 | 0,37% | 2,71 CHF | 2,72 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 270 856 CHF | 271 856 CHF | 100,00% | 100,00% |
16/10/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 104 000 | 104 000 | 103 443 | 103 443 | 276 287 CHF | 277 322 CHF | 100,00% | 100,00% |
15/10/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 275 678 CHF | 276 713 CHF | 100,00% | 100,00% |
14/10/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 276 166 CHF | 277 197 CHF | 100,00% | 100,00% |
11/10/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 104 000 | 104 000 | 101 725 | 101 725 | 274 009 CHF | 275 026 CHF | 99,17% | 99,17% |
10/10/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 276 022 CHF | 277 051 CHF | 100,00% | 100,00% |
09/10/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 270 346 CHF | 271 347 CHF | 100,00% | 100,00% |
08/10/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 100 000 | 100 000 | 99 491 | 99 491 | 270 454 CHF | 271 451 CHF | 100,00% | 100,00% |
07/10/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 100 000 | 100 000 | 99 768 | 99 768 | 271 091 CHF | 272 089 CHF | 100,00% | 100,00% |
04/10/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 271 560 CHF | 272 596 CHF | 100,00% | 100,00% |