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 | 2,64% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 079 CHF | 57 579 CHF | 99,75% | 99,75% |
16/10/2024 | 2,64% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 148 974 | 148 973 | 55 699 CHF | 57 188 CHF | 98,55% | 98,55% |
15/10/2024 | 2,51% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 138 571 | 138 566 | 54 537 CHF | 55 921 CHF | 100,00% | 100,00% |
14/10/2024 | 2,64% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 56 065 CHF | 57 565 CHF | 99,74% | 99,74% |
11/10/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 140 379 | 140 383 | 55 403 CHF | 56 809 CHF | 94,33% | 94,33% |
10/10/2024 | 2,61% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 148 712 | 148 712 | 56 329 CHF | 57 816 CHF | 93,13% | 93,13% |
09/10/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 147 392 | 147 393 | 55 821 CHF | 57 295 CHF | 99,82% | 99,82% |
08/10/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 128 291 | 128 291 | 51 940 CHF | 53 223 CHF | 99,61% | 99,61% |
07/10/2024 | 2,22% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 55 618 CHF | 56 868 CHF | 100,00% | 100,00% |
04/10/2024 | 2,12% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 557 CHF | 59 807 CHF | 100,00% | 100,00% |