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 | 0,82% | 1,22 CHF | 1,23 CHF | 125 000 | 125 000 | 124 997 | 124 997 | 152 477 CHF | 153 727 CHF | 100,00% | 100,00% |
16/10/2024 | 0,84% | 1,21 CHF | 1,22 CHF | 130 000 | 130 000 | 129 305 | 129 305 | 153 810 CHF | 155 103 CHF | 100,00% | 100,00% |
15/10/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 153 011 CHF | 154 306 CHF | 100,00% | 100,00% |
14/10/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 130 000 | 130 000 | 128 802 | 128 802 | 154 026 CHF | 155 314 CHF | 100,00% | 100,00% |
11/10/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 130 000 | 130 000 | 127 154 | 127 154 | 154 004 CHF | 155 276 CHF | 99,10% | 99,10% |
10/10/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 130 000 | 130 000 | 128 539 | 128 539 | 154 542 CHF | 155 827 CHF | 100,00% | 100,00% |
09/10/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 125 000 | 125 000 | 125 013 | 125 013 | 152 081 CHF | 153 332 CHF | 100,00% | 100,00% |
08/10/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 125 000 | 125 000 | 124 323 | 124 323 | 152 760 CHF | 154 006 CHF | 100,00% | 100,00% |
07/10/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 125 000 | 125 000 | 124 710 | 124 710 | 153 223 CHF | 154 470 CHF | 100,00% | 100,00% |
04/10/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 149 117 CHF | 150 411 CHF | 100,00% | 100,00% |