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 | 0,43% | 2,33 CHF | 2,34 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 233 390 CHF | 234 390 CHF | 100,00% | 100,00% |
16/10/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 104 000 | 104 000 | 103 443 | 103 443 | 237 380 CHF | 238 414 CHF | 100,00% | 100,00% |
15/10/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 236 749 CHF | 237 785 CHF | 100,00% | 100,00% |
14/10/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 104 000 | 104 000 | 103 041 | 103 041 | 237 403 CHF | 238 433 CHF | 100,00% | 100,00% |
11/10/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 104 000 | 104 000 | 101 724 | 101 724 | 236 052 CHF | 237 069 CHF | 99,15% | 99,15% |
10/10/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 237 617 CHF | 238 645 CHF | 100,00% | 100,00% |
09/10/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 232 934 CHF | 233 934 CHF | 100,00% | 100,00% |
08/10/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 100 000 | 100 000 | 99 492 | 99 492 | 233 070 CHF | 234 067 CHF | 100,00% | 100,00% |
07/10/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 100 000 | 100 000 | 99 768 | 99 768 | 233 634 CHF | 234 632 CHF | 100,00% | 100,00% |
04/10/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 232 874 CHF | 233 910 CHF | 100,00% | 100,00% |