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 | 1,40% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 100 CHF | 53 850 CHF | 99,76% | 99,76% |
16/10/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 53 964 CHF | 54 714 CHF | 98,60% | 98,60% |
15/10/2024 | 1,45% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 78 608 | 78 609 | 53 664 CHF | 54 451 CHF | 100,00% | 100,00% |
14/10/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 885 CHF | 61 885 CHF | 99,75% | 99,75% |
11/10/2024 | 1,75% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 503 | 100 505 | 57 026 CHF | 58 032 CHF | 94,26% | 94,26% |
10/10/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 124 549 | 124 547 | 56 637 CHF | 57 881 CHF | 99,95% | 99,95% |
09/10/2024 | 1,91% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 899 CHF | 52 899 CHF | 99,82% | 99,82% |
08/10/2024 | 1,94% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 101 827 | 101 828 | 52 068 CHF | 53 087 CHF | 99,62% | 99,62% |
07/10/2024 | 1,85% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 53 547 CHF | 54 547 CHF | 100,00% | 100,00% |
04/10/2024 | 1,45% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 81 754 | 81 754 | 55 968 CHF | 56 785 CHF | 100,00% | 100,00% |