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 | 3,17% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 592 717 | 197 572 | 183 713 CHF | 63 213 CHF | 99,14% | 99,14% |
16/10/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 187 783 CHF | 64 594 CHF | 98,90% | 98,90% |
15/10/2024 | 2,95% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 481 198 | 160 399 | 160 201 CHF | 55 004 CHF | 99,00% | 99,00% |
14/10/2024 | 2,76% | 0,37 CHF | 0,38 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 160 817 CHF | 55 106 CHF | 98,44% | 98,44% |
11/10/2024 | 2,60% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 171 181 CHF | 58 561 CHF | 99,09% | 99,09% |
10/10/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 178 221 CHF | 60 907 CHF | 99,43% | 99,43% |
09/10/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 430 CHF | 62 310 CHF | 99,52% | 99,52% |
08/10/2024 | 2,33% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 191 208 CHF | 65 236 CHF | 97,28% | 97,28% |
07/10/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 183 440 CHF | 62 647 CHF | 97,90% | 97,90% |
04/10/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 485 CHF | 68 995 CHF | 99,33% | 99,33% |