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 | 0,72% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 959 CHF | 69 459 CHF | 100,00% | 100,00% |
16/10/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 472 CHF | 68 972 CHF | 100,00% | 100,00% |
15/10/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 773 CHF | 69 273 CHF | 100,00% | 100,00% |
14/10/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 969 CHF | 70 469 CHF | 100,00% | 100,00% |
11/10/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 865 CHF | 71 365 CHF | 100,00% | 100,00% |
10/10/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 244 CHF | 71 744 CHF | 100,00% | 100,00% |
09/10/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 477 CHF | 71 977 CHF | 100,00% | 100,00% |
08/10/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 65 440 CHF | 65 890 CHF | 100,00% | 100,00% |
07/10/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 65 505 CHF | 65 955 CHF | 100,00% | 100,00% |
04/10/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 734 CHF | 74 234 CHF | 100,00% | 100,00% |