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 | 4,24% | 0,32 CHF | 0,34 CHF | 160 000 | 75 000 | 151 945 | 75 000 | 52 001 CHF | 26 795 CHF | 97,64% | 97,64% |
16/10/2024 | 4,71% | 0,35 CHF | 0,37 CHF | 150 000 | 75 000 | 151 745 | 75 000 | 51 673 CHF | 26 782 CHF | 99,28% | 99,28% |
15/10/2024 | 4,51% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 148 552 | 75 000 | 52 029 CHF | 27 492 CHF | 100,00% | 100,00% |
14/10/2024 | 4,69% | 0,34 CHF | 0,35 CHF | 150 000 | 75 000 | 150 618 | 75 000 | 51 177 CHF | 26 712 CHF | 100,00% | 100,00% |
11/10/2024 | 4,43% | 0,34 CHF | 0,36 CHF | 150 000 | 75 000 | 148 194 | 74 508 | 51 449 CHF | 27 034 CHF | 99,61% | 99,61% |
10/10/2024 | 4,92% | 0,34 CHF | 0,36 CHF | 150 000 | 75 000 | 152 331 | 73 423 | 51 426 CHF | 26 033 CHF | 99,31% | 99,31% |
09/10/2024 | 3,94% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 150 279 | 75 000 | 51 535 CHF | 26 763 CHF | 100,00% | 100,00% |
08/10/2024 | 3,97% | 0,34 CHF | 0,36 CHF | 150 000 | 75 000 | 143 549 | 75 000 | 51 027 CHF | 27 752 CHF | 100,00% | 100,00% |
07/10/2024 | 4,47% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 139 174 | 75 000 | 52 258 CHF | 29 453 CHF | 100,00% | 100,00% |
04/10/2024 | 4,02% | 0,37 CHF | 0,39 CHF | 140 000 | 75 000 | 132 033 | 75 000 | 51 277 CHF | 30 339 CHF | 87,67% | 87,67% |