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 | 0,51% | 1,99 CHF | 2,00 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 985 611 CHF | 990 611 CHF | 99,50% | 99,50% |
16/10/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 995 341 CHF | 1 000 340 CHF | 99,50% | 99,50% |
15/10/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 983 459 CHF | 988 459 CHF | 99,57% | 99,57% |
14/10/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 955 913 CHF | 960 913 CHF | 99,51% | 99,51% |
11/10/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 968 082 CHF | 973 082 CHF | 99,57% | 99,57% |
10/10/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 969 316 CHF | 974 316 CHF | 99,58% | 99,58% |
09/10/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 993 636 CHF | 998 636 CHF | 99,52% | 99,52% |
08/10/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 004 430 CHF | 1 009 430 CHF | 99,49% | 99,49% |
07/10/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 966 435 CHF | 971 435 CHF | 99,19% | 99,19% |
04/10/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 974 024 CHF | 979 024 CHF | 99,50% | 99,50% |