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 | 2,89% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 204 785 CHF | 70 262 CHF | 99,43% | 99,43% |
16/10/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 060 CHF | 70 687 CHF | 98,98% | 98,98% |
15/10/2024 | 3,07% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 193 015 CHF | 66 338 CHF | 98,99% | 98,99% |
14/10/2024 | 3,22% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 183 446 CHF | 63 149 CHF | 98,45% | 98,45% |
11/10/2024 | 3,41% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 173 182 CHF | 59 727 CHF | 99,21% | 99,21% |
10/10/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 168 433 CHF | 58 145 CHF | 99,39% | 99,39% |
09/10/2024 | 3,63% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 162 273 CHF | 56 091 CHF | 99,42% | 99,42% |
08/10/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 602 516 | 200 839 | 157 982 CHF | 54 669 CHF | 97,28% | 97,28% |
07/10/2024 | 3,62% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 163 018 CHF | 56 339 CHF | 97,88% | 97,88% |
04/10/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 743 423 | 247 808 | 180 891 CHF | 62 775 CHF | 99,28% | 99,28% |