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 | 17,32% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 958 197 | 482 487 | 50 544 CHF | 30 283 CHF | 99,77% | 99,77% |
16/10/2024 | 16,77% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 923 865 | 473 825 | 50 484 CHF | 30 632 CHF | 98,57% | 98,57% |
15/10/2024 | 16,63% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 917 946 | 468 709 | 50 644 CHF | 30 544 CHF | 100,00% | 100,00% |
14/10/2024 | 16,02% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 888 385 | 450 852 | 51 014 CHF | 30 384 CHF | 99,74% | 99,74% |
11/10/2024 | 15,53% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 855 955 | 430 394 | 50 823 CHF | 29 854 CHF | 94,34% | 94,34% |
10/10/2024 | 14,77% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 801 788 | 409 206 | 50 301 CHF | 29 775 CHF | 99,14% | 99,14% |
09/10/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 848 433 | 425 786 | 51 010 CHF | 29 858 CHF | 99,82% | 99,82% |
08/10/2024 | 15,38% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 853 404 | 427 275 | 51 240 CHF | 29 925 CHF | 99,59% | 99,59% |
07/10/2024 | 16,99% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 941 171 | 480 305 | 50 689 CHF | 30 681 CHF | 100,00% | 100,00% |
04/10/2024 | 16,65% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 918 839 | 467 547 | 50 606 CHF | 30 423 CHF | 100,00% | 100,00% |