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 | 2,09% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 142 050 CHF | 48 350 CHF | 98,89% | 98,89% |
16/10/2024 | 2,20% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 135 286 CHF | 46 095 CHF | 98,71% | 98,71% |
15/10/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 136 345 CHF | 46 448 CHF | 99,23% | 99,23% |
14/10/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 880 CHF | 49 627 CHF | 98,11% | 98,11% |
11/10/2024 | 1,89% | 0,50 CHF | 0,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 156 922 CHF | 53 307 CHF | 96,13% | 96,13% |
10/10/2024 | 1,92% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 155 009 CHF | 52 670 CHF | 94,64% | 94,64% |
09/10/2024 | 1,85% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 720 CHF | 54 573 CHF | 99,22% | 99,22% |
08/10/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 799 CHF | 56 266 CHF | 98,21% | 98,21% |
07/10/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 158 818 CHF | 53 939 CHF | 99,22% | 99,22% |
04/10/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 918 CHF | 51 306 CHF | 99,23% | 99,23% |