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 | 1,74% | 0,56 CHF | 0,57 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 341 928 CHF | 115 976 CHF | 99,16% | 99,16% |
16/10/2024 | 1,81% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 601 907 | 200 644 | 329 101 CHF | 111 712 CHF | 99,17% | 99,17% |
15/10/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 364 269 CHF | 123 923 CHF | 99,17% | 99,17% |
14/10/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 360 320 CHF | 122 607 CHF | 99,16% | 99,16% |
11/10/2024 | 1,99% | 0,51 CHF | 0,52 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 372 755 CHF | 126 752 CHF | 99,38% | 99,38% |
10/10/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 376 201 CHF | 127 900 CHF | 99,37% | 99,37% |
09/10/2024 | 2,04% | 0,49 CHF | 0,50 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 363 837 CHF | 123 779 CHF | 99,38% | 99,38% |
08/10/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 358 638 CHF | 122 046 CHF | 98,04% | 98,04% |
07/10/2024 | 2,35% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 316 068 CHF | 107 856 CHF | 99,38% | 99,38% |
04/10/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 314 679 CHF | 107 393 CHF | 99,38% | 99,38% |