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 | 2,50% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 130 184 | 100 000 | 51 474 CHF | 40 575 CHF | 96,43% | 96,43% |
16/10/2024 | 2,55% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 132 614 | 100 000 | 51 254 CHF | 39 668 CHF | 99,25% | 99,25% |
15/10/2024 | 2,83% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 148 768 | 100 000 | 51 815 CHF | 35 939 CHF | 100,00% | 100,00% |
14/10/2024 | 3,11% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 163 394 | 100 000 | 51 737 CHF | 32 685 CHF | 100,00% | 100,00% |
11/10/2024 | 3,48% | 0,28 CHF | 0,29 CHF | 176 746 | 100 000 | 177 034 | 99 482 | 50 585 CHF | 29 428 CHF | 90,65% | 90,65% |
10/10/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 167 312 | 97 655 | 52 150 CHF | 31 442 CHF | 99,47% | 99,47% |
09/10/2024 | 2,88% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 151 780 | 100 000 | 51 926 CHF | 35 258 CHF | 100,00% | 100,00% |
08/10/2024 | 2,88% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 152 038 | 100 000 | 51 969 CHF | 35 273 CHF | 99,03% | 99,03% |
07/10/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 171 457 | 100 000 | 51 094 CHF | 30 809 CHF | 100,00% | 100,00% |
04/10/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 177 846 | 100 000 | 169 177 | 100 000 | 51 917 CHF | 31 699 CHF | 82,93% | 82,93% |