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 | 0,59% | 3,04 CHF | 3,05 CHF | 94 000 | 94 000 | 42 264 | 42 264 | 129 290 CHF | 129 932 CHF | 100,00% | 100,00% |
16/10/2024 | 0,61% | 2,99 CHF | 3,00 CHF | 95 000 | 95 000 | 42 620 | 42 620 | 126 099 CHF | 126 744 CHF | 100,00% | 100,00% |
15/10/2024 | 0,75% | 2,99 CHF | 3,00 CHF | 95 000 | 95 000 | 42 510 | 42 510 | 130 405 CHF | 131 175 CHF | 100,00% | 100,00% |
14/10/2024 | 0,69% | 3,15 CHF | 3,16 CHF | 93 000 | 93 000 | 42 848 | 42 848 | 134 831 CHF | 135 570 CHF | 95,58% | 95,58% |
11/10/2024 | 0,60% | 3,05 CHF | 3,06 CHF | 95 000 | 95 000 | 42 778 | 42 778 | 128 124 CHF | 128 772 CHF | 99,93% | 99,93% |
10/10/2024 | 0,59% | 2,97 CHF | 2,98 CHF | 96 000 | 96 000 | 42 725 | 42 725 | 128 955 CHF | 129 600 CHF | 100,00% | 100,00% |
09/10/2024 | 0,60% | 3,01 CHF | 3,02 CHF | 95 000 | 95 000 | 42 584 | 42 584 | 127 862 CHF | 128 509 CHF | 99,69% | 99,69% |
08/10/2024 | 0,63% | 2,99 CHF | 3,00 CHF | 96 000 | 96 000 | 43 201 | 43 201 | 125 921 CHF | 126 582 CHF | 100,00% | 100,00% |
07/10/2024 | 0,65% | 2,88 CHF | 2,89 CHF | 97 000 | 97 000 | 44 081 | 44 081 | 123 643 CHF | 124 313 CHF | 100,00% | 100,00% |
04/10/2024 | 0,66% | 2,70 CHF | 2,71 CHF | 99 000 | 99 000 | 43 919 | 43 919 | 119 136 CHF | 119 799 CHF | 99,60% | 99,60% |