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 | 2,60% | 0,71 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 965 CHF | 58 465 CHF | 99,73% | 99,73% |
16/10/2024 | 2,61% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 706 CHF | 58 206 CHF | 98,55% | 98,55% |
15/10/2024 | 2,52% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 885 CHF | 60 385 CHF | 100,00% | 100,00% |
14/10/2024 | 2,62% | 0,75 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 469 CHF | 57 969 CHF | 99,74% | 99,74% |
11/10/2024 | 2,54% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 417 CHF | 59 917 CHF | 94,34% | 94,34% |
10/10/2024 | 2,62% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 547 CHF | 58 047 CHF | 99,44% | 99,44% |
09/10/2024 | 2,61% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 849 CHF | 58 349 CHF | 99,83% | 99,83% |
08/10/2024 | 2,48% | 0,76 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 632 CHF | 61 132 CHF | 99,59% | 99,59% |
07/10/2024 | 2,32% | 0,86 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 838 CHF | 65 338 CHF | 100,00% | 100,00% |
04/10/2024 | 2,25% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 924 CHF | 67 424 CHF | 100,00% | 100,00% |