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 | 1,57% | 0,59 CHF | 0,60 CHF | 450 000 | 150 000 | 350 823 | 150 000 | 220 997 CHF | 96 446 CHF | 99,16% | 99,16% |
16/10/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 300 000 | 150 000 | 421 903 | 150 000 | 266 451 CHF | 96 382 CHF | 99,16% | 99,16% |
15/10/2024 | 1,53% | 0,69 CHF | 0,70 CHF | 300 000 | 150 000 | 330 430 | 150 000 | 214 221 CHF | 99 044 CHF | 99,16% | 99,16% |
14/10/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 283 912 CHF | 96 137 CHF | 99,16% | 99,16% |
11/10/2024 | 1,53% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 428 948 | 150 000 | 277 326 CHF | 98 607 CHF | 99,39% | 99,39% |
10/10/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 449 706 | 150 000 | 283 449 CHF | 96 048 CHF | 99,38% | 99,38% |
09/10/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 438 344 | 150 000 | 278 313 CHF | 96 844 CHF | 99,37% | 99,37% |
08/10/2024 | 1,50% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 361 533 | 150 000 | 239 057 CHF | 100 914 CHF | 98,07% | 98,07% |
07/10/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 210 386 CHF | 106 693 CHF | 99,38% | 99,38% |
04/10/2024 | 1,37% | 0,70 CHF | 0,71 CHF | 300 000 | 150 000 | 300 000 | 150 000 | 217 358 CHF | 110 179 CHF | 99,36% | 99,36% |