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 | 6,09% | 0,21 CHF | 0,22 CHF | 240 000 | 75 000 | 226 831 | 75 000 | 50 561 CHF | 17 786 CHF | 97,63% | 97,63% |
16/10/2024 | 7,19% | 0,23 CHF | 0,25 CHF | 220 000 | 75 000 | 228 379 | 75 000 | 50 584 CHF | 17 860 CHF | 99,28% | 99,28% |
15/10/2024 | 6,26% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 220 081 | 75 000 | 50 556 CHF | 18 360 CHF | 100,00% | 100,00% |
14/10/2024 | 7,61% | 0,22 CHF | 0,23 CHF | 230 000 | 75 000 | 229 741 | 75 000 | 50 594 CHF | 17 828 CHF | 100,00% | 100,00% |
11/10/2024 | 6,33% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 222 441 | 74 508 | 50 593 CHF | 18 057 CHF | 99,61% | 99,61% |
10/10/2024 | 6,59% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 228 725 | 73 423 | 50 600 CHF | 17 342 CHF | 99,31% | 99,31% |
09/10/2024 | 6,25% | 0,23 CHF | 0,24 CHF | 220 000 | 75 000 | 225 551 | 75 000 | 50 594 CHF | 17 921 CHF | 100,00% | 100,00% |
08/10/2024 | 7,19% | 0,22 CHF | 0,24 CHF | 230 000 | 75 000 | 219 398 | 75 000 | 50 574 CHF | 18 584 CHF | 100,00% | 100,00% |
07/10/2024 | 6,29% | 0,25 CHF | 0,27 CHF | 200 000 | 75 000 | 202 918 | 75 000 | 50 336 CHF | 19 821 CHF | 100,00% | 100,00% |
04/10/2024 | 5,92% | 0,25 CHF | 0,26 CHF | 200 000 | 75 000 | 198 836 | 75 000 | 51 534 CHF | 20 634 CHF | 87,67% | 87,67% |