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 | 0,22% | 6,45 CHF | 6,47 CHF | 85 100 | 85 100 | 88 229 | 88 229 | 550 304 CHF | 551 526 CHF | 99,59% | 99,59% |
16/10/2024 | 0,17% | 5,90 CHF | 5,91 CHF | 90 300 | 90 300 | 90 900 | 90 900 | 526 978 CHF | 527 887 CHF | 100,00% | 100,00% |
15/10/2024 | 0,18% | 5,60 CHF | 5,61 CHF | 91 400 | 91 400 | 92 784 | 92 784 | 519 749 CHF | 520 677 CHF | 100,00% | 100,00% |
14/10/2024 | 0,18% | 5,53 CHF | 5,54 CHF | 93 700 | 93 700 | 95 741 | 95 741 | 521 673 CHF | 522 630 CHF | 100,00% | 100,00% |
11/10/2024 | 0,19% | 5,15 CHF | 5,16 CHF | 97 100 | 97 100 | 97 220 | 97 220 | 508 794 CHF | 509 766 CHF | 100,00% | 100,00% |
10/10/2024 | 0,19% | 5,38 CHF | 5,39 CHF | 97 400 | 97 400 | 99 976 | 99 976 | 529 282 CHF | 530 281 CHF | 99,87% | 99,87% |
09/10/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 101 700 | 101 700 | 105 588 | 105 588 | 533 574 CHF | 534 629 CHF | 100,00% | 100,00% |
08/10/2024 | 0,21% | 4,95 CHF | 4,96 CHF | 108 200 | 108 200 | 106 883 | 106 883 | 516 024 CHF | 517 093 CHF | 100,00% | 100,00% |
07/10/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 106 000 | 106 000 | 112 611 | 112 611 | 554 994 CHF | 556 120 CHF | 99,25% | 99,25% |
04/10/2024 | 0,22% | 4,95 CHF | 4,96 CHF | 117 200 | 117 200 | 118 942 | 118 942 | 547 572 CHF | 548 762 CHF | 99,50% | 99,50% |