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 | 1,98% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 300 769 CHF | 102 256 CHF | 98,88% | 98,88% |
16/10/2024 | 2,02% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 294 802 CHF | 100 267 CHF | 98,70% | 98,70% |
15/10/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 294 475 CHF | 100 158 CHF | 99,23% | 99,23% |
14/10/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 305 742 CHF | 103 914 CHF | 98,11% | 98,11% |
11/10/2024 | 1,89% | 0,51 CHF | 0,52 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 315 184 CHF | 107 061 CHF | 96,13% | 96,13% |
10/10/2024 | 1,90% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 313 196 CHF | 106 398 CHF | 94,64% | 94,64% |
09/10/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 317 754 CHF | 107 918 CHF | 99,22% | 99,22% |
08/10/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 324 137 CHF | 110 046 CHF | 98,21% | 98,21% |
07/10/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 316 697 CHF | 107 566 CHF | 99,22% | 99,22% |
04/10/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 307 943 CHF | 104 648 CHF | 99,23% | 99,23% |