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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/10/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 750 000 | 750 000 | 749 985 | 749 969 | 1 356 650 CHF | 1 364 120 CHF | 100,00% | 100,00% |
23/10/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 750 000 | 750 000 | 749 987 | 749 982 | 1 494 940 CHF | 1 502 430 CHF | 100,00% | 100,00% |
22/10/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 750 000 | 750 000 | 749 998 | 749 999 | 1 419 150 CHF | 1 426 650 CHF | 99,76% | 99,76% |
21/10/2024 | 0,58% | 1,85 CHF | 1,86 CHF | 750 000 | 750 000 | 749 450 | 749 450 | 1 299 940 CHF | 1 307 440 CHF | 98,73% | 98,73% |
18/10/2024 | 0,63% | 1,52 CHF | 1,53 CHF | 750 000 | 750 000 | 749 998 | 749 992 | 1 185 910 CHF | 1 193 400 CHF | 100,00% | 100,00% |
17/10/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 750 000 | 750 000 | 749 999 | 749 997 | 1 254 010 CHF | 1 261 500 CHF | 100,00% | 100,00% |
16/10/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 750 000 | 750 000 | 749 997 | 749 999 | 1 439 170 CHF | 1 446 670 CHF | 100,00% | 100,00% |
15/10/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 1 285 530 CHF | 1 293 030 CHF | 100,00% | 100,00% |
14/10/2024 | 0,52% | 1,83 CHF | 1,84 CHF | 750 000 | 750 000 | 750 000 | 750 000 | 1 449 990 CHF | 1 457 490 CHF | 100,00% | 100,00% |
11/10/2024 | 0,44% | 2,08 CHF | 2,09 CHF | 750 000 | 750 000 | 750 000 | 749 990 | 1 709 340 CHF | 1 716 820 CHF | 100,00% | 100,00% |