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 | 0,54% | 1,86 CHF | 1,87 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 185 518 CHF | 186 518 CHF | 100,00% | 100,00% |
16/10/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 104 000 | 104 000 | 103 444 | 103 444 | 187 838 CHF | 188 872 CHF | 100,00% | 100,00% |
15/10/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 187 385 CHF | 188 421 CHF | 100,00% | 100,00% |
14/10/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 104 000 | 104 000 | 103 041 | 103 041 | 188 223 CHF | 189 253 CHF | 100,00% | 100,00% |
11/10/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 104 000 | 104 000 | 101 724 | 101 724 | 187 442 CHF | 188 459 CHF | 99,16% | 99,16% |
10/10/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 188 600 CHF | 189 628 CHF | 100,00% | 100,00% |
09/10/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 185 242 CHF | 186 242 CHF | 100,00% | 100,00% |
08/10/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 100 000 | 100 000 | 99 481 | 99 481 | 185 585 CHF | 186 582 CHF | 100,00% | 100,00% |
07/10/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 100 000 | 100 000 | 99 768 | 99 768 | 185 991 CHF | 186 989 CHF | 100,00% | 100,00% |
04/10/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 183 398 CHF | 184 434 CHF | 100,00% | 100,00% |