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 | 0,76% | 1,34 CHF | 1,35 CHF | 96 000 | 96 000 | 94 278 | 94 278 | 123 472 CHF | 124 414 CHF | 100,00% | 100,00% |
16/10/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 94 000 | 94 000 | 93 613 | 93 613 | 121 847 CHF | 122 783 CHF | 100,00% | 100,00% |
15/10/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 94 000 | 94 000 | 92 473 | 92 473 | 115 580 CHF | 116 505 CHF | 100,00% | 100,00% |
14/10/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 92 000 | 92 000 | 91 291 | 91 291 | 110 444 CHF | 111 357 CHF | 99,07% | 99,07% |
11/10/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 90 000 | 90 000 | 90 675 | 90 675 | 106 043 CHF | 106 949 CHF | 100,00% | 100,00% |
10/10/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 92 000 | 92 000 | 91 622 | 91 622 | 112 635 CHF | 113 551 CHF | 100,00% | 100,00% |
09/10/2024 | 0,80% | 1,20 CHF | 1,21 CHF | 92 000 | 92 000 | 92 578 | 92 578 | 115 120 CHF | 116 046 CHF | 100,00% | 100,00% |
08/10/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 94 000 | 94 000 | 91 829 | 91 829 | 113 482 CHF | 114 402 CHF | 100,00% | 100,00% |
07/10/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 90 000 | 90 000 | 90 728 | 90 728 | 106 705 CHF | 107 612 CHF | 100,00% | 100,00% |
04/10/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 90 000 | 90 000 | 90 631 | 90 631 | 107 298 CHF | 108 204 CHF | 100,00% | 100,00% |