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 | 0,75% | 1,34 CHF | 1,35 CHF | 54 000 | 54 000 | 52 594 | 52 594 | 70 291 CHF | 70 817 CHF | 100,00% | 100,00% |
16/10/2024 | 0,83% | 1,24 CHF | 1,25 CHF | 53 000 | 53 000 | 51 619 | 51 619 | 62 083 CHF | 62 599 CHF | 100,00% | 100,00% |
15/10/2024 | 0,80% | 1,21 CHF | 1,22 CHF | 53 000 | 53 000 | 51 572 | 51 572 | 63 954 CHF | 64 469 CHF | 100,00% | 100,00% |
14/10/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 52 000 | 52 000 | 50 639 | 50 639 | 58 302 CHF | 58 808 CHF | 99,60% | 99,60% |
11/10/2024 | 0,86% | 1,14 CHF | 1,15 CHF | 52 000 | 52 000 | 51 007 | 51 007 | 58 919 CHF | 59 429 CHF | 100,00% | 100,00% |
10/10/2024 | 0,81% | 1,19 CHF | 1,20 CHF | 53 000 | 53 000 | 51 619 | 51 619 | 63 834 CHF | 64 350 CHF | 100,00% | 100,00% |
09/10/2024 | 0,95% | 1,23 CHF | 1,24 CHF | 53 000 | 53 000 | 47 123 | 47 123 | 59 022 CHF | 59 504 CHF | 100,00% | 100,00% |
08/10/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 53 000 | 53 000 | 51 514 | 51 514 | 62 574 CHF | 63 091 CHF | 100,00% | 100,00% |
07/10/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 51 000 | 51 000 | 49 473 | 49 473 | 46 588 CHF | 47 083 CHF | 100,00% | 100,00% |
04/10/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 50 000 | 50 000 | 49 144 | 49 144 | 46 236 CHF | 46 727 CHF | 100,00% | 100,00% |