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 | 4,97% | 0,28 CHF | 0,29 CHF | 186 836 | 75 000 | 177 429 | 75 000 | 51 598 CHF | 22 936 CHF | 62,58% | 62,58% |
16/10/2024 | 5,04% | 0,30 CHF | 0,32 CHF | 170 000 | 75 000 | 178 294 | 75 000 | 51 584 CHF | 22 831 CHF | 99,28% | 99,28% |
15/10/2024 | 5,16% | 0,32 CHF | 0,34 CHF | 160 000 | 75 000 | 171 998 | 75 000 | 51 427 CHF | 23 634 CHF | 100,00% | 100,00% |
14/10/2024 | 5,81% | 0,28 CHF | 0,30 CHF | 180 000 | 75 000 | 179 999 | 75 000 | 50 964 CHF | 22 504 CHF | 100,00% | 100,00% |
11/10/2024 | 5,36% | 0,29 CHF | 0,30 CHF | 179 777 | 75 000 | 179 961 | 73 920 | 52 150 CHF | 22 598 CHF | 45,42% | 45,42% |
10/10/2024 | 5,39% | 0,28 CHF | 0,30 CHF | 180 000 | 75 000 | 179 640 | 72 902 | 50 986 CHF | 21 820 CHF | 74,67% | 74,67% |
09/10/2024 | 5,36% | 0,29 CHF | 0,31 CHF | 180 000 | 75 000 | 178 585 | 75 000 | 51 258 CHF | 22 721 CHF | 100,00% | 100,00% |
08/10/2024 | 4,31% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 171 036 | 75 000 | 52 061 CHF | 23 840 CHF | 100,00% | 100,00% |
07/10/2024 | 5,20% | 0,33 CHF | 0,35 CHF | 160 000 | 75 000 | 158 200 | 75 000 | 51 667 CHF | 25 813 CHF | 100,00% | 100,00% |
04/10/2024 | 4,52% | 0,32 CHF | 0,34 CHF | 160 000 | 75 000 | 151 880 | 75 000 | 51 806 CHF | 26 781 CHF | 87,68% | 87,68% |