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 | 3,65% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 201 951 CHF | 69 817 CHF | 99,01% | 99,01% |
16/10/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 203 742 CHF | 70 414 CHF | 99,41% | 99,41% |
15/10/2024 | 3,91% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 188 760 CHF | 65 420 CHF | 98,99% | 98,99% |
14/10/2024 | 4,10% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 179 328 CHF | 62 276 CHF | 98,43% | 98,43% |
11/10/2024 | 4,32% | 0,24 CHF | 0,25 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 195 CHF | 59 232 CHF | 99,23% | 99,23% |
10/10/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 166 269 CHF | 57 923 CHF | 99,48% | 99,48% |
09/10/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 164 041 CHF | 57 180 CHF | 99,51% | 99,51% |
08/10/2024 | 4,70% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 792 899 | 264 300 | 164 511 CHF | 57 480 CHF | 97,29% | 97,29% |
07/10/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 164 230 CHF | 57 243 CHF | 97,89% | 97,89% |
04/10/2024 | 4,91% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 178 883 CHF | 62 628 CHF | 99,48% | 99,48% |