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 | 0,45% | 2,22 CHF | 2,23 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 222 369 CHF | 223 369 CHF | 100,00% | 100,00% |
16/10/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 225 962 CHF | 226 996 CHF | 100,00% | 100,00% |
15/10/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 225 310 CHF | 226 346 CHF | 100,00% | 100,00% |
14/10/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 226 008 CHF | 227 038 CHF | 100,00% | 100,00% |
11/10/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 104 000 | 104 000 | 101 721 | 101 721 | 224 835 CHF | 225 852 CHF | 99,15% | 99,15% |
10/10/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 226 275 CHF | 227 304 CHF | 100,00% | 100,00% |
09/10/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 221 897 CHF | 222 897 CHF | 100,00% | 100,00% |
08/10/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 100 000 | 100 000 | 99 492 | 99 492 | 222 078 CHF | 223 075 CHF | 100,00% | 100,00% |
07/10/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 100 000 | 100 000 | 99 767 | 99 767 | 222 835 CHF | 223 833 CHF | 100,00% | 100,00% |
04/10/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 221 428 CHF | 222 464 CHF | 100,00% | 100,00% |