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 | 2,37% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 587 CHF | 48 287 CHF | 95,28% | 95,28% |
16/10/2024 | 2,30% | 0,86 CHF | 0,88 CHF | 60 000 | 50 000 | 56 777 | 50 000 | 54 797 CHF | 49 556 CHF | 91,81% | 91,81% |
15/10/2024 | 2,33% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 38 585 | 38 585 | 44 106 CHF | 45 076 CHF | 99,69% | 99,69% |
14/10/2024 | 1,96% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 545 CHF | 57 666 CHF | 90,31% | 90,31% |
11/10/2024 | 2,03% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 49 762 | 55 056 CHF | 55 916 CHF | 99,52% | 99,52% |
10/10/2024 | 2,10% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 48 957 | 53 780 CHF | 53 773 CHF | 99,35% | 99,35% |
09/10/2024 | 2,09% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 963 CHF | 53 059 CHF | 100,00% | 100,00% |
08/10/2024 | 2,28% | 1,00 CHF | 1,03 CHF | 50 000 | 50 000 | 51 223 | 50 000 | 51 542 CHF | 51 506 CHF | 98,51% | 98,51% |
07/10/2024 | 2,24% | 0,99 CHF | 1,02 CHF | 60 000 | 50 000 | 53 566 | 50 000 | 53 451 CHF | 51 056 CHF | 89,69% | 89,69% |
04/10/2024 | 2,10% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 51 662 | 50 000 | 51 931 CHF | 51 359 CHF | 87,40% | 87,40% |