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 | 2,21% | 0,44 CHF | 0,45 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 336 301 CHF | 91 680 CHF | 99,16% | 99,16% |
16/10/2024 | 2,31% | 0,43 CHF | 0,44 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 321 108 CHF | 87 629 CHF | 99,16% | 99,16% |
15/10/2024 | 2,59% | 0,37 CHF | 0,38 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 285 865 CHF | 78 231 CHF | 99,17% | 99,17% |
14/10/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 280 820 CHF | 76 885 CHF | 99,16% | 99,16% |
11/10/2024 | 2,54% | 0,40 CHF | 0,41 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 291 955 CHF | 79 855 CHF | 99,38% | 99,38% |
10/10/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 293 913 CHF | 80 377 CHF | 99,37% | 99,37% |
09/10/2024 | 2,61% | 0,39 CHF | 0,40 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 283 877 CHF | 77 700 CHF | 99,38% | 99,38% |
08/10/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 280 168 CHF | 76 712 CHF | 98,04% | 98,04% |
07/10/2024 | 3,01% | 0,35 CHF | 0,36 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 245 768 CHF | 67 538 CHF | 99,38% | 99,38% |
04/10/2024 | 3,02% | 0,33 CHF | 0,34 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 245 034 CHF | 67 342 CHF | 99,38% | 99,38% |