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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/10/2024 | 3,22% | 0,37 CHF | 0,38 CHF | 1 000 000 | 400 000 | 675 329 | 237 668 | 211 066 CHF | 77 139 CHF | 98,82% | 98,82% |
23/10/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 189 977 CHF | 99 988 CHF | 98,58% | 98,58% |
22/10/2024 | 5,13% | 0,18 CHF | 0,19 CHF | 1 000 000 | 497 500 | 1 000 000 | 499 995 | 189 981 CHF | 99 990 CHF | 94,82% | 94,82% |
21/10/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 197 045 CHF | 103 522 CHF | 98,46% | 98,46% |
18/10/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 211 682 CHF | 110 841 CHF | 98,52% | 98,52% |
17/10/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 218 783 CHF | 114 392 CHF | 99,29% | 99,29% |
16/10/2024 | 4,47% | 0,22 CHF | 0,23 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 218 894 CHF | 114 447 CHF | 99,44% | 99,44% |
15/10/2024 | 4,67% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 209 009 CHF | 109 505 CHF | 96,61% | 96,61% |
14/10/2024 | 4,39% | 0,21 CHF | 0,22 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 223 359 CHF | 116 680 CHF | 94,21% | 94,21% |
11/10/2024 | 3,85% | 0,22 CHF | 0,23 CHF | 1 000 000 | 500 000 | 1 000 000 | 450 145 | 255 585 CHF | 119 013 CHF | 95,56% | 95,56% |