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 | 1,51% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 010 | 75 000 | 52 885 CHF | 50 329 CHF | 96,76% | 96,76% |
16/10/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 80 000 | 75 000 | 82 629 | 75 000 | 51 991 CHF | 47 989 CHF | 98,99% | 98,99% |
15/10/2024 | 2,05% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 77 635 | 75 000 | 55 002 CHF | 54 287 CHF | 99,90% | 99,90% |
14/10/2024 | 1,61% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 79 418 | 75 000 | 55 284 CHF | 53 073 CHF | 100,00% | 100,00% |
11/10/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 310 | 74 617 | 52 600 CHF | 49 629 CHF | 98,76% | 98,76% |
10/10/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 83 068 | 73 157 | 53 166 CHF | 47 675 CHF | 98,24% | 98,24% |
09/10/2024 | 1,52% | 0,69 CHF | 0,70 CHF | 80 000 | 75 000 | 80 206 | 75 000 | 52 506 CHF | 49 854 CHF | 98,54% | 98,54% |
08/10/2024 | 1,62% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 87 476 | 75 000 | 53 608 CHF | 46 753 CHF | 99,31% | 99,31% |
07/10/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 75 000 | 84 001 | 75 000 | 52 669 CHF | 47 834 CHF | 99,94% | 99,94% |
04/10/2024 | 1,66% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 75 284 | 70 839 | 49 611 CHF | 47 435 CHF | 89,38% | 89,38% |