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 | 0,95% | 1,05 CHF | 1,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 315 281 CHF | 106 094 CHF | 98,89% | 98,89% |
16/10/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 321 366 CHF | 108 122 CHF | 98,72% | 98,72% |
15/10/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 832 CHF | 107 611 CHF | 99,23% | 99,23% |
14/10/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 309 799 CHF | 104 266 CHF | 98,11% | 98,11% |
11/10/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 984 CHF | 100 328 CHF | 96,13% | 96,13% |
10/10/2024 | 0,99% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 487 CHF | 101 162 CHF | 94,64% | 94,64% |
09/10/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 294 202 CHF | 99 067 CHF | 99,22% | 99,22% |
08/10/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 287 830 CHF | 96 943 CHF | 98,21% | 98,21% |
07/10/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 295 608 CHF | 99 536 CHF | 99,22% | 99,22% |
04/10/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 302 759 CHF | 101 920 CHF | 99,23% | 99,23% |