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 | 5,57% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 299 938 | 299 932 | 52 376 CHF | 55 375 CHF | 99,87% | 99,87% |
16/10/2024 | 4,32% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 228 317 | 228 316 | 51 789 CHF | 54 072 CHF | 98,14% | 98,14% |
15/10/2024 | 1,01% | 0,66 CHF | 0,67 CHF | 75 000 | 75 000 | 65 580 | 65 580 | 64 428 CHF | 65 083 CHF | 91,52% | 91,52% |
14/10/2024 | 1,10% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 72 029 | 72 029 | 65 240 CHF | 65 960 CHF | 99,57% | 99,57% |
11/10/2024 | 1,26% | 0,84 CHF | 0,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 383 CHF | 60 133 CHF | 94,47% | 94,47% |
10/10/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 170 CHF | 59 920 CHF | 99,98% | 99,98% |
09/10/2024 | 1,28% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 159 CHF | 58 909 CHF | 100,00% | 100,00% |
08/10/2024 | 1,34% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 573 CHF | 56 323 CHF | 99,76% | 99,76% |
07/10/2024 | 1,40% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 76 822 | 76 822 | 54 382 CHF | 55 151 CHF | 100,00% | 100,00% |
04/10/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 302 CHF | 61 052 CHF | 100,00% | 100,00% |