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 | 0,58% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 99 998 | 99 998 | 170 722 CHF | 171 722 CHF | 100,00% | 100,00% |
16/10/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 104 000 | 104 000 | 103 443 | 103 443 | 172 546 CHF | 173 580 CHF | 100,00% | 100,00% |
15/10/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 171 815 CHF | 172 851 CHF | 100,00% | 100,00% |
14/10/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 104 000 | 104 000 | 103 042 | 103 042 | 172 705 CHF | 173 735 CHF | 100,00% | 100,00% |
11/10/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 104 000 | 104 000 | 101 713 | 101 713 | 172 398 CHF | 173 416 CHF | 98,67% | 98,67% |
10/10/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 104 000 | 104 000 | 102 830 | 102 830 | 173 136 CHF | 174 164 CHF | 100,00% | 100,00% |
09/10/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 100 011 | 100 011 | 170 184 CHF | 171 184 CHF | 100,00% | 100,00% |
08/10/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 100 000 | 100 000 | 99 467 | 99 467 | 170 804 CHF | 171 801 CHF | 100,00% | 100,00% |
07/10/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 100 000 | 100 000 | 99 767 | 99 767 | 171 269 CHF | 172 267 CHF | 100,00% | 100,00% |
04/10/2024 | 0,62% | 1,66 CHF | 1,67 CHF | 104 000 | 104 000 | 103 571 | 103 571 | 167 804 CHF | 168 839 CHF | 100,00% | 100,00% |