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 | 0,61% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 494 133 CHF | 165 711 CHF | 98,86% | 98,86% |
16/10/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 500 071 CHF | 167 690 CHF | 87,88% | 87,88% |
15/10/2024 | 0,65% | 1,61 CHF | 1,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 459 225 CHF | 154 075 CHF | 99,23% | 99,23% |
14/10/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 452 889 CHF | 151 963 CHF | 99,24% | 99,24% |
11/10/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 455 995 CHF | 152 998 CHF | 96,95% | 96,95% |
10/10/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 470 594 CHF | 157 865 CHF | 98,14% | 98,14% |
09/10/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 462 994 CHF | 155 331 CHF | 99,22% | 99,22% |
08/10/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 501 CHF | 152 500 CHF | 98,20% | 98,20% |
07/10/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 457 380 CHF | 153 460 CHF | 99,23% | 99,23% |
04/10/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 456 257 CHF | 153 086 CHF | 99,08% | 99,08% |