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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.10.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 375'000 | 375'000 | 375'823 | 375'786 | 76'686 CHF | 80'437 CHF | 98.67% | 98.67% |
15.10.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 375'000 | 375'000 | 361'618 | 361'527 | 79'590 CHF | 83'186 CHF | 98.23% | 98.23% |
14.10.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 350'000 | 350'000 | 365'083 | 365'120 | 80'115 CHF | 83'775 CHF | 99.90% | 99.90% |
11.10.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 375'000 | 375'000 | 374'434 | 374'386 | 79'013 CHF | 82'747 CHF | 94.25% | 94.25% |
10.10.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 359'105 | 359'062 | 80'711 CHF | 84'292 CHF | 88.71% | 88.71% |
09.10.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 325'000 | 325'000 | 325'000 | 324'986 | 88'381 CHF | 91'627 CHF | 99.73% | 99.73% |
08.10.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 325'000 | 325'000 | 325'367 | 325'366 | 88'497 CHF | 91'751 CHF | 99.58% | 99.58% |
07.10.2024 | 3.27% | 0.30 CHF | 0.29 CHF | 325'000 | 325'000 | 306'644 | 329'892 | 92'321 CHF | 102'344 CHF | 27.39% | 100.00% |
04.10.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 93'601 CHF | 96'601 CHF | 100.00% | 100.00% |
03.10.2024 | 2.20% | 0.45 CHF | 0.35 CHF | 250'000 | 300'000 | 500'000 | 500'000 | 225'000 CHF | 230'000 CHF | 1.53% | 100.00% |