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 | 0,36% | 2,76 CHF | 2,77 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 276 333 CHF | 277 333 CHF | 100,00% | 100,00% |
16/10/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 281 846 CHF | 282 880 CHF | 100,00% | 100,00% |
15/10/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 281 276 CHF | 282 312 CHF | 100,00% | 100,00% |
14/10/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 281 737 CHF | 282 768 CHF | 100,00% | 100,00% |
11/10/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 104 000 | 104 000 | 101 712 | 101 712 | 279 443 CHF | 280 460 CHF | 98,67% | 98,67% |
10/10/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 104 000 | 104 000 | 102 831 | 102 831 | 281 608 CHF | 282 636 CHF | 100,00% | 100,00% |
09/10/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 100 000 | 100 000 | 100 010 | 100 010 | 275 715 CHF | 276 715 CHF | 100,00% | 100,00% |
08/10/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 100 000 | 100 000 | 99 496 | 99 496 | 275 885 CHF | 276 882 CHF | 100,00% | 100,00% |
07/10/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 100 000 | 100 000 | 99 769 | 99 769 | 276 528 CHF | 277 525 CHF | 100,00% | 100,00% |
04/10/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 277 218 CHF | 278 254 CHF | 100,00% | 100,00% |