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 | 2,64% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 112 090 CHF | 38 363 CHF | 98,86% | 98,86% |
16/10/2024 | 2,83% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 565 CHF | 35 855 CHF | 87,88% | 87,88% |
15/10/2024 | 2,07% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 144 463 CHF | 49 154 CHF | 99,23% | 99,23% |
14/10/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 150 841 CHF | 51 280 CHF | 99,24% | 99,24% |
11/10/2024 | 2,04% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 535 CHF | 49 512 CHF | 96,82% | 96,82% |
10/10/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 132 087 CHF | 45 029 CHF | 98,14% | 98,14% |
09/10/2024 | 2,14% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 138 691 CHF | 47 230 CHF | 99,22% | 99,22% |
08/10/2024 | 2,04% | 0,47 CHF | 0,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 145 833 CHF | 49 611 CHF | 98,20% | 98,20% |
07/10/2024 | 2,07% | 0,46 CHF | 0,47 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 143 574 CHF | 48 858 CHF | 99,08% | 99,08% |
04/10/2024 | 2,07% | 0,49 CHF | 0,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 143 409 CHF | 48 803 CHF | 99,08% | 99,08% |