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 | 3.01% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 173'396 | 173'396 | 56'824 CHF | 58'558 CHF | 97.27% | 97.27% |
15.10.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 173'436 | 173'436 | 54'328 CHF | 56'062 CHF | 99.45% | 99.45% |
14.10.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 155'236 | 155'236 | 52'755 CHF | 54'308 CHF | 99.38% | 99.38% |
11.10.2024 | 2.41% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 129'497 | 129'497 | 53'239 CHF | 54'534 CHF | 98.77% | 98.77% |
10.10.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'401 CHF | 62'401 CHF | 99.45% | 99.45% |
09.10.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'214 | 99'214 | 63'252 CHF | 64'244 CHF | 99.05% | 99.05% |
08.10.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'740 | 99'740 | 63'210 CHF | 64'207 CHF | 99.18% | 99.18% |
07.10.2024 | 1.38% | 0.73 CHF | 0.65 CHF | 75'000 | 100'000 | 79'684 | 79'684 | 57'283 CHF | 58'079 CHF | 70.16% | 100.00% |
04.10.2024 | 1.54% | 0.73 CHF | 0.65 CHF | 75'000 | 100'000 | 100'000 | 100'000 | 64'465 CHF | 65'465 CHF | 66.07% | 100.00% |
03.10.2024 | 1.46% | 0.68 CHF | 0.66 CHF | 300'000 | 100'000 | 181'010 | 181'010 | 123'228 CHF | 125'038 CHF | 60.48% | 100.00% |