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 | 0,46% | 3,00 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 056 CHF | 151 758 CHF | 97,64% | 97,64% |
16/10/2024 | 0,40% | 3,14 CHF | 3,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 186 CHF | 159 832 CHF | 99,28% | 99,28% |
15/10/2024 | 0,41% | 3,30 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 956 CHF | 168 654 CHF | 100,00% | 100,00% |
14/10/2024 | 0,38% | 3,32 CHF | 3,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 121 CHF | 165 743 CHF | 100,00% | 100,00% |
11/10/2024 | 0,42% | 3,16 CHF | 3,17 CHF | 50 000 | 50 000 | 49 744 | 49 744 | 157 166 CHF | 157 830 CHF | 95,82% | 95,82% |
10/10/2024 | 0,46% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 48 483 | 48 483 | 155 732 CHF | 156 433 CHF | 99,31% | 99,31% |
09/10/2024 | 0,42% | 3,21 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 826 CHF | 161 501 CHF | 100,00% | 100,00% |
08/10/2024 | 0,43% | 3,25 CHF | 3,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 913 CHF | 162 611 CHF | 100,00% | 100,00% |
07/10/2024 | 0,41% | 3,17 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 099 CHF | 160 758 CHF | 100,00% | 100,00% |
04/10/2024 | 0,39% | 3,21 CHF | 3,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 800 CHF | 164 436 CHF | 87,67% | 87,67% |