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 | 0,93% | 1,07 CHF | 1,08 CHF | 125 000 | 125 000 | 124 998 | 124 998 | 134 139 CHF | 135 389 CHF | 100,00% | 100,00% |
16/10/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 130 000 | 130 000 | 129 304 | 129 304 | 134 903 CHF | 136 196 CHF | 100,00% | 100,00% |
15/10/2024 | 0,96% | 1,04 CHF | 1,05 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 134 068 CHF | 135 363 CHF | 100,00% | 100,00% |
14/10/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 130 000 | 130 000 | 128 803 | 128 803 | 135 141 CHF | 136 429 CHF | 100,00% | 100,00% |
11/10/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 130 000 | 130 000 | 127 151 | 127 151 | 135 424 CHF | 136 696 CHF | 99,11% | 99,11% |
10/10/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 130 000 | 130 000 | 128 538 | 128 538 | 135 723 CHF | 137 009 CHF | 100,00% | 100,00% |
09/10/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 125 000 | 125 000 | 125 013 | 125 013 | 133 784 CHF | 135 034 CHF | 100,00% | 100,00% |
08/10/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 125 000 | 125 000 | 124 308 | 124 308 | 134 514 CHF | 135 760 CHF | 100,00% | 100,00% |
07/10/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 125 000 | 125 000 | 124 709 | 124 709 | 134 951 CHF | 136 198 CHF | 100,00% | 100,00% |
04/10/2024 | 0,99% | 1,04 CHF | 1,05 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 130 277 CHF | 131 571 CHF | 99,99% | 99,99% |