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 | 1,93% | 0,53 CHF | 0,54 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 153 920 CHF | 52 307 CHF | 98,86% | 98,86% |
16/10/2024 | 1,85% | 0,54 CHF | 0,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 160 822 CHF | 54 607 CHF | 87,86% | 87,86% |
15/10/2024 | 2,47% | 0,48 CHF | 0,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 120 788 CHF | 41 263 CHF | 99,23% | 99,23% |
14/10/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 114 344 CHF | 39 115 CHF | 99,24% | 99,24% |
11/10/2024 | 2,49% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 130 CHF | 40 710 CHF | 96,82% | 96,82% |
10/10/2024 | 2,23% | 0,44 CHF | 0,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 133 116 CHF | 45 372 CHF | 98,13% | 98,13% |
09/10/2024 | 2,35% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 126 339 CHF | 43 113 CHF | 99,22% | 99,22% |
08/10/2024 | 2,50% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 118 548 CHF | 40 516 CHF | 98,20% | 98,20% |
07/10/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 246 CHF | 41 415 CHF | 99,08% | 99,08% |
04/10/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 488 CHF | 41 496 CHF | 99,08% | 99,08% |