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 | 1,61% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 285 CHF | 62 428 CHF | 98,89% | 98,89% |
16/10/2024 | 1,57% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 060 CHF | 64 353 CHF | 98,72% | 98,72% |
15/10/2024 | 1,58% | 0,64 CHF | 0,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 188 946 CHF | 63 982 CHF | 99,23% | 99,23% |
14/10/2024 | 1,66% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 179 747 CHF | 60 916 CHF | 98,11% | 98,11% |
11/10/2024 | 1,78% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 167 449 CHF | 56 816 CHF | 96,14% | 96,14% |
10/10/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 169 723 CHF | 57 574 CHF | 94,63% | 94,63% |
09/10/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 164 309 CHF | 55 770 CHF | 99,22% | 99,22% |
08/10/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 158 115 CHF | 53 705 CHF | 98,21% | 98,21% |
07/10/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 368 CHF | 56 123 CHF | 99,22% | 99,22% |
04/10/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 173 310 CHF | 58 770 CHF | 99,24% | 99,24% |