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 | 27,90% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 938 CHF | 10 235 CHF | 99,73% | 99,73% |
16/10/2024 | 27,55% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 847 | 250 000 | 31 279 CHF | 10 356 CHF | 98,54% | 98,54% |
15/10/2024 | 25,58% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 194 CHF | 11 049 CHF | 100,00% | 100,00% |
14/10/2024 | 25,05% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 933 CHF | 11 233 CHF | 99,74% | 99,74% |
11/10/2024 | 25,11% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 973 | 250 000 | 34 737 CHF | 11 211 CHF | 94,32% | 94,32% |
10/10/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 951 | 250 000 | 34 718 CHF | 11 250 CHF | 99,14% | 99,14% |
09/10/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 99,82% | 99,82% |
08/10/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 000 CHF | 11 250 CHF | 99,58% | 99,58% |
07/10/2024 | 25,96% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 651 CHF | 10 913 CHF | 100,00% | 100,00% |
04/10/2024 | 26,16% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 377 CHF | 10 844 CHF | 100,00% | 100,00% |