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 | 0,48% | 2,08 CHF | 2,09 CHF | 100 000 | 100 000 | 99 999 | 99 999 | 208 059 CHF | 209 059 CHF | 100,00% | 100,00% |
16/10/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 211 191 CHF | 212 225 CHF | 100,00% | 100,00% |
15/10/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 210 477 CHF | 211 512 CHF | 100,00% | 100,00% |
14/10/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 104 000 | 104 000 | 103 042 | 103 042 | 211 220 CHF | 212 250 CHF | 100,00% | 100,00% |
11/10/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 104 000 | 104 000 | 101 711 | 101 711 | 210 285 CHF | 211 302 CHF | 98,67% | 98,67% |
10/10/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 211 571 CHF | 212 600 CHF | 100,00% | 100,00% |
09/10/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 207 565 CHF | 208 565 CHF | 100,00% | 100,00% |
08/10/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 100 000 | 100 000 | 99 492 | 99 492 | 207 800 CHF | 208 797 CHF | 100,00% | 100,00% |
07/10/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 100 000 | 100 000 | 99 768 | 99 768 | 208 558 CHF | 209 556 CHF | 100,00% | 100,00% |
04/10/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 206 554 CHF | 207 589 CHF | 100,00% | 100,00% |