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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/10/2024 | 3,63% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 67 781 CHF | 70 281 CHF | 97,09% | 97,09% |
23/10/2024 | 4,44% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 252 565 | 250 000 | 56 078 CHF | 58 102 CHF | 100,00% | 100,00% |
22/10/2024 | 4,33% | 0,24 CHF | 0,25 CHF | 250 000 | 250 000 | 250 179 | 250 000 | 57 158 CHF | 59 624 CHF | 100,00% | 100,00% |
21/10/2024 | 2,69% | 0,33 CHF | 0,34 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 92 334 CHF | 94 834 CHF | 100,00% | 100,00% |
18/10/2024 | 2,51% | 0,42 CHF | 0,43 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 98 395 CHF | 100 895 CHF | 100,00% | 100,00% |
17/10/2024 | 2,92% | 0,38 CHF | 0,39 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 87 224 CHF | 89 724 CHF | 97,10% | 97,10% |
16/10/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 66 111 CHF | 68 611 CHF | 99,07% | 99,07% |