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 | 0,93% | 1,08 CHF | 1,09 CHF | 240 000 | 240 000 | 235 695 | 235 695 | 250 982 CHF | 253 339 CHF | 100,00% | 100,00% |
16/10/2024 | 0,94% | 1,07 CHF | 1,08 CHF | 235 000 | 235 000 | 234 032 | 234 032 | 248 604 CHF | 250 944 CHF | 100,00% | 100,00% |
15/10/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 235 000 | 235 000 | 231 180 | 231 180 | 241 077 CHF | 243 389 CHF | 100,00% | 100,00% |
14/10/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 230 000 | 230 000 | 228 226 | 228 226 | 234 535 CHF | 236 817 CHF | 99,07% | 99,07% |
11/10/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 225 000 | 225 000 | 226 687 | 226 687 | 228 558 CHF | 230 825 CHF | 100,00% | 100,00% |
10/10/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 230 000 | 230 000 | 229 053 | 229 053 | 236 809 CHF | 239 099 CHF | 100,00% | 100,00% |
09/10/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 230 000 | 230 000 | 231 445 | 231 445 | 240 900 CHF | 243 215 CHF | 100,00% | 100,00% |
08/10/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 235 000 | 235 000 | 229 621 | 229 621 | 238 092 CHF | 240 393 CHF | 100,00% | 100,00% |
07/10/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 225 000 | 225 000 | 226 819 | 226 819 | 229 925 CHF | 232 193 CHF | 100,00% | 100,00% |
04/10/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 225 000 | 225 000 | 226 577 | 226 577 | 230 431 CHF | 232 696 CHF | 100,00% | 100,00% |