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 | 0,44% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 99 997 | 99 997 | 227 976 CHF | 228 976 CHF | 100,00% | 100,00% |
16/10/2024 | 0,45% | 2,26 CHF | 2,27 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 231 838 CHF | 232 873 CHF | 100,00% | 100,00% |
15/10/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 231 152 CHF | 232 187 CHF | 100,00% | 100,00% |
14/10/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 104 000 | 104 000 | 103 040 | 103 040 | 231 817 CHF | 232 848 CHF | 100,00% | 100,00% |
11/10/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 104 000 | 104 000 | 101 713 | 101 713 | 230 566 CHF | 231 583 CHF | 98,67% | 98,67% |
10/10/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 232 091 CHF | 233 119 CHF | 100,00% | 100,00% |
09/10/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 227 552 CHF | 228 552 CHF | 100,00% | 100,00% |
08/10/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 100 000 | 100 000 | 99 498 | 99 498 | 227 680 CHF | 228 677 CHF | 100,00% | 100,00% |
07/10/2024 | 0,44% | 2,32 CHF | 2,33 CHF | 100 000 | 100 000 | 99 769 | 99 769 | 228 229 CHF | 229 226 CHF | 100,00% | 100,00% |
04/10/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 227 251 CHF | 228 287 CHF | 99,99% | 99,99% |