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 | 1,45% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 205 363 CHF | 69 454 CHF | 98,86% | 98,86% |
16/10/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 243 CHF | 71 748 CHF | 87,89% | 87,89% |
15/10/2024 | 1,74% | 0,65 CHF | 0,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 114 CHF | 58 371 CHF | 99,23% | 99,23% |
14/10/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 165 411 CHF | 56 137 CHF | 99,24% | 99,24% |
11/10/2024 | 1,75% | 0,57 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 170 108 CHF | 57 703 CHF | 96,82% | 96,82% |
10/10/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 184 229 CHF | 62 410 CHF | 98,14% | 98,14% |
09/10/2024 | 1,68% | 0,58 CHF | 0,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 177 218 CHF | 60 073 CHF | 99,22% | 99,22% |
08/10/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 169 476 CHF | 57 492 CHF | 98,20% | 98,20% |
07/10/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 172 190 CHF | 58 397 CHF | 99,08% | 99,08% |
04/10/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 171 897 CHF | 58 299 CHF | 99,08% | 99,08% |