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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/10/2024 | 0,31% | 3,09 CHF | 3,10 CHF | 150 000 | 150 000 | 149 943 | 149 943 | 487 503 CHF | 489 003 CHF | 100,00% | 100,00% |
23/10/2024 | 0,30% | 3,00 CHF | 3,01 CHF | 150 000 | 150 000 | 149 998 | 150 000 | 508 383 CHF | 509 889 CHF | 100,00% | 100,00% |
22/10/2024 | 0,30% | 3,48 CHF | 3,49 CHF | 150 000 | 150 000 | 149 999 | 149 999 | 504 836 CHF | 506 335 CHF | 100,00% | 100,00% |
21/10/2024 | 0,31% | 3,05 CHF | 3,06 CHF | 150 000 | 150 000 | 149 897 | 149 893 | 482 995 CHF | 484 484 CHF | 100,00% | 100,00% |
18/10/2024 | 0,41% | 2,61 CHF | 2,62 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 366 908 CHF | 368 408 CHF | 99,34% | 99,34% |
17/10/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 334 969 CHF | 336 469 CHF | 100,00% | 100,00% |
16/10/2024 | 0,43% | 2,24 CHF | 2,25 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 345 530 CHF | 347 031 CHF | 100,00% | 100,00% |
15/10/2024 | 0,50% | 2,18 CHF | 2,19 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 302 390 CHF | 303 890 CHF | 100,00% | 100,00% |
14/10/2024 | 0,48% | 2,02 CHF | 2,03 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 310 149 CHF | 311 649 CHF | 100,00% | 100,00% |
11/10/2024 | 0,49% | 2,17 CHF | 2,18 CHF | 150 000 | 150 000 | 149 999 | 150 000 | 306 124 CHF | 307 625 CHF | 100,00% | 100,00% |