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 | 1,25% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 356 611 CHF | 120 370 CHF | 99,16% | 99,16% |
16/10/2024 | 1,26% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 356 116 CHF | 120 205 CHF | 99,16% | 99,16% |
15/10/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 363 631 CHF | 122 710 CHF | 99,16% | 99,16% |
14/10/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 078 CHF | 119 860 CHF | 99,16% | 99,16% |
11/10/2024 | 1,24% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 361 110 CHF | 121 870 CHF | 99,39% | 99,39% |
10/10/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 352 888 CHF | 119 129 CHF | 99,38% | 99,38% |
09/10/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 988 CHF | 120 163 CHF | 99,37% | 99,37% |
08/10/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 367 922 CHF | 124 141 CHF | 98,07% | 98,07% |
07/10/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 384 678 CHF | 129 726 CHF | 99,38% | 99,38% |
04/10/2024 | 1,14% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 854 CHF | 132 785 CHF | 99,37% | 99,37% |