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 | 0,55% | 1,83 CHF | 1,84 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 544 469 CHF | 182 490 CHF | 98,86% | 98,86% |
16/10/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 550 074 CHF | 184 358 CHF | 87,86% | 87,86% |
15/10/2024 | 0,59% | 1,77 CHF | 1,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 509 688 CHF | 170 896 CHF | 99,23% | 99,23% |
14/10/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 503 025 CHF | 168 675 CHF | 99,24% | 99,24% |
11/10/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 908 CHF | 169 636 CHF | 96,95% | 96,95% |
10/10/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 520 470 CHF | 174 490 CHF | 98,14% | 98,14% |
09/10/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 512 783 CHF | 171 928 CHF | 99,22% | 99,22% |
08/10/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 504 176 CHF | 169 059 CHF | 98,20% | 98,20% |
07/10/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 506 956 CHF | 169 985 CHF | 99,24% | 99,24% |
04/10/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 505 852 CHF | 169 617 CHF | 99,08% | 99,08% |