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 | 6,01% | 0,16 CHF | 0,17 CHF | 125 000 | 125 000 | 124 989 | 124 997 | 20 193 CHF | 21 444 CHF | 100,00% | 100,00% |
16/10/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 130 000 | 130 000 | 129 304 | 129 304 | 24 632 CHF | 25 925 CHF | 100,00% | 100,00% |
15/10/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 25 546 CHF | 26 841 CHF | 100,00% | 100,00% |
14/10/2024 | 5,23% | 0,19 CHF | 0,20 CHF | 130 000 | 130 000 | 128 803 | 128 803 | 24 037 CHF | 25 325 CHF | 100,00% | 100,00% |
11/10/2024 | 5,61% | 0,18 CHF | 0,19 CHF | 130 000 | 130 000 | 127 153 | 127 153 | 22 112 CHF | 23 384 CHF | 99,10% | 99,10% |
10/10/2024 | 5,34% | 0,18 CHF | 0,19 CHF | 130 000 | 130 000 | 128 538 | 128 538 | 23 473 CHF | 24 759 CHF | 100,00% | 100,00% |
09/10/2024 | 5,64% | 0,17 CHF | 0,18 CHF | 125 000 | 125 000 | 125 013 | 125 013 | 21 562 CHF | 22 812 CHF | 100,00% | 100,00% |
08/10/2024 | 5,95% | 0,17 CHF | 0,18 CHF | 125 000 | 125 000 | 124 293 | 124 293 | 20 375 CHF | 21 621 CHF | 100,00% | 100,00% |
07/10/2024 | 5,92% | 0,14 CHF | 0,16 CHF | 125 000 | 125 000 | 124 710 | 124 710 | 20 556 CHF | 21 803 CHF | 100,00% | 100,00% |
04/10/2024 | 4,21% | 0,21 CHF | 0,22 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 30 379 CHF | 31 673 CHF | 99,95% | 99,95% |