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 | 34.84% | 0.03 CHF | 0.04 CHF | 975'000 | 250'000 | 979'641 | 250'000 | 23'366 CHF | 8'469 CHF | 99.47% | 99.47% |
29.10.2024 | 30.47% | 0.03 CHF | 0.04 CHF | 800'000 | 250'000 | 865'187 | 252'120 | 24'181 CHF | 9'696 CHF | 99.97% | 99.97% |
28.10.2024 | 12.25% | 0.08 CHF | 0.09 CHF | 375'000 | 350'000 | 404'605 | 340'562 | 31'096 CHF | 29'502 CHF | 100.00% | 100.00% |
25.10.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 623'477 | 321'399 | 50'221 CHF | 29'095 CHF | 100.00% | 100.00% |
24.10.2024 | 12.23% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 649'689 | 337'590 | 49'961 CHF | 29'306 CHF | 97.12% | 97.12% |
23.10.2024 | 13.04% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 706'209 | 365'603 | 50'630 CHF | 29'868 CHF | 100.00% | 100.00% |
22.10.2024 | 11.88% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 634'337 | 329'571 | 50'207 CHF | 29'380 CHF | 98.39% | 98.39% |
21.10.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 603'986 | 308'132 | 50'640 CHF | 28'916 CHF | 99.00% | 99.00% |
18.10.2024 | 9.81% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 522'861 | 440'780 | 50'640 CHF | 47'575 CHF | 100.00% | 100.00% |
17.10.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 578'257 | 304'118 | 51'543 CHF | 30'182 CHF | 99.74% | 99.74% |