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% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 154 CHF | 87 051 CHF | 98,86% | 98,86% |
16/10/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 264 852 CHF | 89 284 CHF | 87,89% | 87,89% |
15/10/2024 | 1,33% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 617 CHF | 75 872 CHF | 99,23% | 99,23% |
14/10/2024 | 1,37% | 0,73 CHF | 0,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 217 952 CHF | 73 651 CHF | 99,24% | 99,24% |
11/10/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 222 325 CHF | 75 109 CHF | 96,82% | 96,82% |
10/10/2024 | 1,26% | 0,79 CHF | 0,80 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 236 501 CHF | 79 834 CHF | 98,14% | 98,14% |
09/10/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 229 351 CHF | 77 451 CHF | 99,22% | 99,22% |
08/10/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 221 423 CHF | 74 808 CHF | 98,20% | 98,20% |
07/10/2024 | 1,33% | 0,77 CHF | 0,78 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 339 CHF | 75 780 CHF | 99,08% | 99,08% |
04/10/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 224 191 CHF | 75 730 CHF | 99,07% | 99,07% |