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 | 1,72% | 7,82 CHF | 7,95 CHF | 9 543 | 5 000 | 9 537 | 5 000 | 74 466 CHF | 39 721 CHF | 97,36% | 97,36% |
16/10/2024 | 1,72% | 7,63 CHF | 7,75 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 70 338 CHF | 35 779 CHF | 99,31% | 99,31% |
15/10/2024 | 1,68% | 7,05 CHF | 7,17 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 70 824 CHF | 36 010 CHF | 100,00% | 100,00% |
14/10/2024 | 1,66% | 6,75 CHF | 6,86 CHF | 10 000 | 5 000 | 10 000 | 5 000 | 65 886 CHF | 33 494 CHF | 100,00% | 100,00% |
11/10/2024 | 1,71% | 6,45 CHF | 6,55 CHF | 10 000 | 7 500 | 10 000 | 7 452 | 59 035 CHF | 44 751 CHF | 99,65% | 99,65% |
10/10/2024 | 1,79% | 5,94 CHF | 6,05 CHF | 10 000 | 7 500 | 10 000 | 7 292 | 59 533 CHF | 44 153 CHF | 99,47% | 99,47% |
09/10/2024 | 1,75% | 5,88 CHF | 5,98 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 54 496 CHF | 41 592 CHF | 100,00% | 100,00% |
08/10/2024 | 1,60% | 5,46 CHF | 5,54 CHF | 10 000 | 7 500 | 10 000 | 7 500 | 53 878 CHF | 41 060 CHF | 19,39% | 19,39% |
07/10/2024 | 1,73% | 5,00 CHF | 5,09 CHF | 13 885 | 7 500 | 10 004 | 7 500 | 53 350 CHF | 40 694 CHF | 82,19% | 82,19% |
04/10/2024 | 1,70% | 5,36 CHF | 5,45 CHF | 10 000 | 7 500 | 9 307 | 7 084 | 48 782 CHF | 37 771 CHF | 89,38% | 89,38% |