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 | 1,13% | 0,88 CHF | 0,89 CHF | 125 000 | 125 000 | 124 997 | 124 997 | 110 444 CHF | 111 693 CHF | 100,00% | 100,00% |
16/10/2024 | 1,16% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 129 304 | 129 304 | 110 383 CHF | 111 676 CHF | 100,00% | 100,00% |
15/10/2024 | 1,18% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 109 487 CHF | 110 781 CHF | 100,00% | 100,00% |
14/10/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 128 803 | 128 803 | 110 662 CHF | 111 950 CHF | 100,00% | 100,00% |
11/10/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 127 151 | 127 151 | 111 332 CHF | 112 604 CHF | 99,12% | 99,12% |
10/10/2024 | 1,15% | 0,87 CHF | 0,88 CHF | 130 000 | 130 000 | 128 538 | 128 538 | 111 327 CHF | 112 612 CHF | 100,00% | 100,00% |
09/10/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 125 000 | 125 000 | 125 014 | 125 014 | 110 237 CHF | 111 487 CHF | 100,00% | 100,00% |
08/10/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 125 000 | 125 000 | 124 290 | 124 290 | 110 897 CHF | 112 143 CHF | 100,00% | 100,00% |
07/10/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 125 000 | 125 000 | 124 709 | 124 709 | 111 280 CHF | 112 528 CHF | 100,00% | 100,00% |
04/10/2024 | 1,22% | 0,85 CHF | 0,86 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 105 668 CHF | 106 963 CHF | 99,98% | 99,98% |