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 | 3,93% | 0,25 CHF | 0,26 CHF | 125 000 | 125 000 | 124 997 | 124 997 | 31 251 CHF | 32 501 CHF | 100,00% | 100,00% |
16/10/2024 | 3,48% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 129 303 | 129 303 | 36 603 CHF | 37 896 CHF | 100,00% | 100,00% |
15/10/2024 | 3,38% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 37 680 CHF | 38 975 CHF | 100,00% | 100,00% |
14/10/2024 | 3,52% | 0,29 CHF | 0,30 CHF | 130 000 | 130 000 | 128 802 | 128 802 | 35 968 CHF | 37 256 CHF | 100,00% | 100,00% |
11/10/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 130 000 | 130 000 | 127 150 | 127 150 | 33 478 CHF | 34 749 CHF | 99,05% | 99,05% |
10/10/2024 | 3,59% | 0,26 CHF | 0,27 CHF | 130 000 | 130 000 | 128 538 | 128 538 | 35 250 CHF | 36 535 CHF | 100,00% | 100,00% |
09/10/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 125 000 | 125 000 | 125 014 | 125 014 | 32 668 CHF | 33 918 CHF | 100,00% | 100,00% |
08/10/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 125 000 | 125 000 | 124 294 | 124 294 | 31 219 CHF | 32 465 CHF | 100,00% | 100,00% |
07/10/2024 | 3,92% | 0,23 CHF | 0,24 CHF | 125 000 | 125 000 | 124 709 | 124 709 | 31 273 CHF | 32 520 CHF | 100,00% | 100,00% |
04/10/2024 | 3,02% | 0,30 CHF | 0,31 CHF | 130 000 | 130 000 | 129 464 | 129 464 | 42 465 CHF | 43 759 CHF | 99,99% | 99,99% |