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% | 2,41 CHF | 2,42 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 126 132 CHF | 126 652 CHF | 100,00% | 100,00% |
16/10/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 52 000 | 52 000 | 53 195 | 53 195 | 126 385 CHF | 126 916 CHF | 100,00% | 100,00% |
15/10/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 124 498 CHF | 125 018 CHF | 100,00% | 100,00% |
14/10/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 124 755 CHF | 125 275 CHF | 100,00% | 100,00% |
11/10/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 52 000 | 52 000 | 53 160 | 53 160 | 126 130 CHF | 126 661 CHF | 100,00% | 100,00% |
10/10/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 56 000 | 56 000 | 52 873 | 52 873 | 125 381 CHF | 125 910 CHF | 100,00% | 100,00% |
09/10/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 129 231 CHF | 129 791 CHF | 100,00% | 100,00% |
08/10/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 52 000 | 52 000 | 51 894 | 51 894 | 126 619 CHF | 127 139 CHF | 100,00% | 100,00% |
07/10/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 126 800 CHF | 127 320 CHF | 100,00% | 100,00% |
04/10/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 125 027 CHF | 125 547 CHF | 100,00% | 100,00% |