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 | 1,56% | 1,21 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 575 CHF | 64 575 CHF | 99,74% | 99,74% |
16/10/2024 | 1,57% | 1,30 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 306 CHF | 64 306 CHF | 98,54% | 98,54% |
15/10/2024 | 1,53% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 856 CHF | 65 856 CHF | 100,00% | 100,00% |
14/10/2024 | 1,58% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 973 CHF | 63 973 CHF | 99,74% | 99,74% |
11/10/2024 | 1,54% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 276 CHF | 65 276 CHF | 94,35% | 94,35% |
10/10/2024 | 1,58% | 1,26 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 664 CHF | 63 664 CHF | 92,75% | 92,75% |
09/10/2024 | 1,57% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 194 CHF | 64 194 CHF | 99,82% | 99,82% |
08/10/2024 | 1,52% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 234 CHF | 66 234 CHF | 99,61% | 99,61% |
07/10/2024 | 1,45% | 1,38 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 530 CHF | 69 530 CHF | 100,00% | 100,00% |
04/10/2024 | 1,42% | 1,36 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 973 CHF | 70 973 CHF | 100,00% | 100,00% |