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 | 2,53% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 234 627 CHF | 80 209 CHF | 99,23% | 99,23% |
16/10/2024 | 2,50% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 236 892 CHF | 80 964 CHF | 98,75% | 98,75% |
15/10/2024 | 2,66% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 222 796 CHF | 76 265 CHF | 98,97% | 98,97% |
14/10/2024 | 2,79% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 212 208 CHF | 72 736 CHF | 98,48% | 98,48% |
11/10/2024 | 2,94% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 201 311 CHF | 69 104 CHF | 99,17% | 99,17% |
10/10/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 198 127 CHF | 68 042 CHF | 99,39% | 99,39% |
09/10/2024 | 3,03% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 819 CHF | 66 940 CHF | 99,52% | 99,52% |
08/10/2024 | 3,15% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 603 381 | 201 127 | 188 530 CHF | 64 855 CHF | 97,27% | 97,27% |
07/10/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 195 834 CHF | 67 278 CHF | 97,90% | 97,90% |
04/10/2024 | 3,36% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 748 269 | 249 423 | 218 760 CHF | 75 414 CHF | 99,32% | 99,32% |