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 | 2,41% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 245 957 CHF | 83 986 CHF | 99,27% | 99,27% |
16/10/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 232 492 CHF | 79 497 CHF | 99,02% | 99,02% |
15/10/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 266 446 CHF | 90 815 CHF | 99,26% | 99,26% |
14/10/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 250 542 CHF | 85 514 CHF | 98,94% | 98,94% |
11/10/2024 | 2,45% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 241 922 CHF | 82 641 CHF | 99,19% | 99,19% |
10/10/2024 | 2,39% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 248 637 CHF | 84 879 CHF | 99,19% | 99,19% |
09/10/2024 | 2,68% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 220 519 CHF | 75 506 CHF | 99,20% | 99,20% |
08/10/2024 | 2,64% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 224 406 CHF | 76 802 CHF | 97,88% | 97,88% |
07/10/2024 | 2,66% | 0,37 CHF | 0,38 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 222 472 CHF | 76 157 CHF | 99,20% | 99,20% |
04/10/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 208 984 CHF | 71 661 CHF | 99,25% | 99,25% |