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 | 5,03% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 145 484 CHF | 50 995 CHF | 99,58% | 99,58% |
16/10/2024 | 5,18% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 141 128 CHF | 49 543 CHF | 99,55% | 99,55% |
15/10/2024 | 5,67% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 128 865 CHF | 45 455 CHF | 99,59% | 99,59% |
14/10/2024 | 4,77% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 153 642 CHF | 53 714 CHF | 99,58% | 99,58% |
11/10/2024 | 5,13% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 142 566 CHF | 50 022 CHF | 99,50% | 99,50% |
10/10/2024 | 4,63% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 571 CHF | 55 357 CHF | 99,43% | 99,43% |
09/10/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 149 889 CHF | 52 463 CHF | 98,09% | 98,09% |
08/10/2024 | 4,90% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 149 277 CHF | 52 259 CHF | 97,96% | 97,96% |
07/10/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 142 639 CHF | 50 046 CHF | 99,59% | 99,59% |
04/10/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 744 322 | 248 107 | 164 478 CHF | 57 307 CHF | 99,58% | 99,58% |