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 | 3,04% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 194 228 CHF | 66 743 CHF | 99,30% | 99,30% |
16/10/2024 | 3,08% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 192 163 CHF | 66 054 CHF | 99,13% | 99,13% |
15/10/2024 | 2,88% | 0,30 CHF | 0,31 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 189 CHF | 70 730 CHF | 98,99% | 98,99% |
14/10/2024 | 2,70% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 588 833 | 196 278 | 214 796 CHF | 73 561 CHF | 98,45% | 98,45% |
11/10/2024 | 2,55% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 475 197 | 158 399 | 183 632 CHF | 62 795 CHF | 99,16% | 99,16% |
10/10/2024 | 2,45% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 487 | 150 162 | 181 833 CHF | 62 113 CHF | 99,48% | 99,48% |
09/10/2024 | 2,39% | 0,41 CHF | 0,42 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 185 904 CHF | 63 468 CHF | 99,36% | 99,36% |
08/10/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 193 793 CHF | 66 098 CHF | 97,27% | 97,27% |
07/10/2024 | 2,38% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 956 CHF | 63 819 CHF | 97,88% | 97,88% |
04/10/2024 | 2,17% | 0,45 CHF | 0,46 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 204 970 CHF | 69 823 CHF | 99,45% | 99,45% |