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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 20.90% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 21'631 CHF | 10'652 CHF | 97.24% | 97.24% |
29.10.2024 | 15.84% | 0.05 CHF | 0.06 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 29'331 CHF | 13'733 CHF | 100.00% | 100.00% |
28.10.2024 | 14.11% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 33'109 CHF | 15'243 CHF | 98.80% | 98.80% |
25.10.2024 | 13.94% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 33'529 CHF | 15'412 CHF | 99.31% | 99.31% |
24.10.2024 | 12.41% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 198'887 | 38'281 CHF | 17'230 CHF | 99.24% | 99.24% |
23.10.2024 | 11.69% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 40'314 CHF | 18'126 CHF | 99.61% | 99.61% |
22.10.2024 | 11.65% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 40'460 CHF | 18'184 CHF | 100.00% | 100.00% |
21.10.2024 | 10.91% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 43'470 CHF | 19'388 CHF | 100.00% | 100.00% |
18.10.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 44'688 CHF | 19'875 CHF | 99.89% | 99.89% |
17.10.2024 | 13.32% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 376'552 | 169'255 | 33'908 CHF | 17'096 CHF | 92.12% | 92.12% |