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 | 0,19% | 5,33 CHF | 5,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 266 206 CHF | 266 706 CHF | 99,78% | 99,78% |
16/10/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 254 746 CHF | 255 246 CHF | 98,57% | 98,57% |
15/10/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 268 028 CHF | 268 528 CHF | 100,00% | 100,00% |
14/10/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 265 439 CHF | 265 939 CHF | 99,90% | 99,90% |
11/10/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 258 855 CHF | 259 355 CHF | 94,31% | 94,31% |
10/10/2024 | 0,19% | 5,11 CHF | 5,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 257 959 CHF | 258 459 CHF | 99,98% | 99,98% |
09/10/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 258 807 CHF | 259 307 CHF | 99,74% | 99,74% |
08/10/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 255 570 CHF | 256 070 CHF | 99,66% | 99,66% |
07/10/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 251 600 CHF | 252 100 CHF | 100,00% | 100,00% |
04/10/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 252 420 CHF | 252 920 CHF | 100,00% | 100,00% |