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 | 0,73% | 1,39 CHF | 1,40 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 170 167 CHF | 171 417 CHF | 99,24% | 99,24% |
16/10/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 168 594 CHF | 169 844 CHF | 96,73% | 96,73% |
15/10/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 167 896 CHF | 169 146 CHF | 99,07% | 99,07% |
14/10/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 165 937 CHF | 167 187 CHF | 99,02% | 99,02% |
11/10/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 169 417 CHF | 170 667 CHF | 92,99% | 92,99% |
10/10/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 164 717 CHF | 165 967 CHF | 88,77% | 88,77% |
09/10/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 165 522 CHF | 166 772 CHF | 98,58% | 98,58% |
08/10/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 164 423 CHF | 165 673 CHF | 98,76% | 98,76% |
07/10/2024 | 0,77% | 1,29 CHF | 1,29 CHF | 250 000 | 125 000 | 135 278 | 135 278 | 174 059 CHF | 175 412 CHF | 71,89% | 100,00% |
04/10/2024 | 0,80% | 1,27 CHF | 1,26 CHF | 125 000 | 125 000 | 135 252 | 135 252 | 169 065 CHF | 170 417 CHF | 71,92% | 100,00% |