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 | 2,87% | 0,34 CHF | 0,35 CHF | 125 000 | 125 000 | 124 997 | 124 997 | 42 907 CHF | 44 157 CHF | 100,00% | 100,00% |
16/10/2024 | 2,62% | 0,36 CHF | 0,37 CHF | 130 000 | 130 000 | 129 304 | 129 304 | 48 734 CHF | 50 027 CHF | 100,00% | 100,00% |
15/10/2024 | 2,56% | 0,38 CHF | 0,39 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 49 899 CHF | 51 194 CHF | 100,00% | 100,00% |
14/10/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 130 000 | 130 000 | 128 803 | 128 803 | 48 085 CHF | 49 373 CHF | 100,00% | 100,00% |
11/10/2024 | 2,77% | 0,36 CHF | 0,37 CHF | 130 000 | 130 000 | 127 153 | 127 153 | 45 403 CHF | 46 675 CHF | 99,11% | 99,11% |
10/10/2024 | 2,68% | 0,36 CHF | 0,37 CHF | 130 000 | 130 000 | 128 538 | 128 538 | 47 308 CHF | 48 593 CHF | 100,00% | 100,00% |
09/10/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 125 000 | 125 000 | 125 014 | 125 014 | 44 449 CHF | 45 699 CHF | 100,00% | 100,00% |
08/10/2024 | 2,87% | 0,35 CHF | 0,36 CHF | 125 000 | 125 000 | 124 299 | 124 299 | 42 894 CHF | 44 140 CHF | 100,00% | 100,00% |
07/10/2024 | 2,87% | 0,32 CHF | 0,33 CHF | 125 000 | 125 000 | 124 710 | 124 710 | 42 973 CHF | 44 220 CHF | 100,00% | 100,00% |
04/10/2024 | 2,34% | 0,39 CHF | 0,40 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 54 766 CHF | 56 061 CHF | 99,94% | 99,94% |