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 | 3,73% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 859 241 | 286 414 | 225 752 CHF | 78 115 CHF | 99,36% | 99,36% |
16/10/2024 | 3,65% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 768 429 | 256 143 | 206 759 CHF | 71 481 CHF | 99,30% | 99,30% |
15/10/2024 | 3,84% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 873 361 | 291 120 | 222 709 CHF | 77 148 CHF | 98,73% | 98,73% |
14/10/2024 | 4,08% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 216 223 CHF | 75 074 CHF | 98,37% | 98,37% |
11/10/2024 | 4,22% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 208 883 CHF | 72 628 CHF | 99,19% | 99,19% |
10/10/2024 | 4,26% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 206 973 CHF | 71 991 CHF | 99,50% | 99,50% |
09/10/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 202 458 CHF | 70 486 CHF | 99,44% | 99,44% |
08/10/2024 | 4,52% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 194 664 CHF | 67 888 CHF | 97,27% | 97,27% |
07/10/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 201 959 CHF | 70 320 CHF | 97,89% | 97,89% |
04/10/2024 | 4,84% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 181 691 CHF | 63 564 CHF | 99,51% | 99,51% |