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 | 0,47% | 2,13 CHF | 2,14 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 213 436 CHF | 214 436 CHF | 100,00% | 100,00% |
16/10/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 104 000 | 104 000 | 103 443 | 103 443 | 216 732 CHF | 217 767 CHF | 100,00% | 100,00% |
15/10/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 216 067 CHF | 217 103 CHF | 100,00% | 100,00% |
14/10/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 104 000 | 104 000 | 103 041 | 103 041 | 216 809 CHF | 217 839 CHF | 100,00% | 100,00% |
11/10/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 104 000 | 104 000 | 101 724 | 101 724 | 215 785 CHF | 216 802 CHF | 99,15% | 99,15% |
10/10/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 217 113 CHF | 218 141 CHF | 100,00% | 100,00% |
09/10/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 100 000 | 100 000 | 100 012 | 100 012 | 212 957 CHF | 213 958 CHF | 100,00% | 100,00% |
08/10/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 100 000 | 100 000 | 99 481 | 99 481 | 213 166 CHF | 214 163 CHF | 100,00% | 100,00% |
07/10/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 100 000 | 100 000 | 99 769 | 99 769 | 213 710 CHF | 214 707 CHF | 100,00% | 100,00% |
04/10/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 212 176 CHF | 213 212 CHF | 100,00% | 100,00% |