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 | 9,45% | 0,12 CHF | 0,14 CHF | 367 364 | 75 000 | 349 550 | 75 000 | 47 210 CHF | 11 135 CHF | 97,63% | 97,63% |
16/10/2024 | 10,44% | 0,14 CHF | 0,16 CHF | 342 291 | 75 000 | 347 867 | 75 000 | 46 798 CHF | 11 202 CHF | 99,28% | 99,28% |
15/10/2024 | 11,21% | 0,15 CHF | 0,17 CHF | 314 913 | 75 000 | 341 268 | 75 000 | 47 541 CHF | 11 699 CHF | 95,34% | 95,34% |
14/10/2024 | 12,46% | 0,13 CHF | 0,15 CHF | 362 856 | 75 000 | 351 102 | 75 000 | 46 384 CHF | 11 222 CHF | 100,00% | 100,00% |
11/10/2024 | 8,61% | 0,14 CHF | 0,15 CHF | 339 430 | 75 000 | 342 143 | 75 000 | 47 801 CHF | 11 425 CHF | 48,43% | 48,43% |
10/10/2024 | 12,60% | 0,13 CHF | 0,15 CHF | 349 688 | 75 000 | 345 866 | 73 423 | 46 002 CHF | 11 061 CHF | 99,31% | 99,31% |
09/10/2024 | 10,97% | 0,14 CHF | 0,15 CHF | 350 020 | 75 000 | 346 616 | 75 000 | 46 971 CHF | 11 341 CHF | 95,80% | 95,80% |
08/10/2024 | 10,39% | 0,14 CHF | 0,15 CHF | 341 227 | 75 000 | 338 019 | 75 000 | 47 219 CHF | 11 631 CHF | 100,00% | 100,00% |
07/10/2024 | 8,66% | 0,15 CHF | 0,17 CHF | 315 026 | 75 000 | 321 493 | 75 000 | 48 224 CHF | 12 273 CHF | 70,44% | 70,44% |
04/10/2024 | 10,39% | 0,15 CHF | 0,17 CHF | 322 379 | 75 000 | 307 683 | 75 000 | 48 519 CHF | 13 135 CHF | 59,60% | 59,60% |