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 | 1,16% | 1,04 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 621 CHF | 53 234 CHF | 97,36% | 97,36% |
16/10/2024 | 1,05% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 548 CHF | 52 094 CHF | 99,31% | 99,31% |
15/10/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 314 CHF | 54 888 CHF | 100,00% | 100,00% |
14/10/2024 | 1,06% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 319 CHF | 52 875 CHF | 100,00% | 100,00% |
11/10/2024 | 1,12% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 49 709 | 51 769 CHF | 52 048 CHF | 99,65% | 99,65% |
10/10/2024 | 1,05% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 48 331 | 53 234 CHF | 51 966 CHF | 99,47% | 99,47% |
09/10/2024 | 1,06% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 666 CHF | 52 215 CHF | 100,00% | 100,00% |
08/10/2024 | 1,05% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 51 125 | 50 000 | 51 835 CHF | 51 271 CHF | 100,00% | 100,00% |
07/10/2024 | 1,15% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 348 CHF | 52 953 CHF | 100,00% | 100,00% |
04/10/2024 | 1,14% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 47 226 | 47 226 | 49 932 CHF | 50 473 CHF | 89,38% | 89,38% |