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 | 4,38% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 200 959 CHF | 69 986 CHF | 99,21% | 99,21% |
16/10/2024 | 4,33% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 203 676 CHF | 70 892 CHF | 99,38% | 99,38% |
15/10/2024 | 4,60% | 0,24 CHF | 0,25 CHF | 900 000 | 300 000 | 887 770 | 295 923 | 188 897 CHF | 65 925 CHF | 99,10% | 99,10% |
14/10/2024 | 4,88% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 180 063 CHF | 63 021 CHF | 98,50% | 98,50% |
11/10/2024 | 5,08% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 172 893 CHF | 60 631 CHF | 99,25% | 99,25% |
10/10/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 171 957 CHF | 60 319 CHF | 99,39% | 99,39% |
09/10/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 901 009 | 301 009 | 169 837 CHF | 59 744 CHF | 99,49% | 99,49% |
08/10/2024 | 5,39% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 953 898 | 353 898 | 172 317 CHF | 67 426 CHF | 97,23% | 97,23% |
07/10/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 903 317 | 303 317 | 170 635 CHF | 60 310 CHF | 97,90% | 97,90% |
04/10/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 170 565 CHF | 72 226 CHF | 99,51% | 99,51% |