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 | 8,70% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 109 960 CHF | 47 984 CHF | 99,30% | 99,30% |
16/10/2024 | 8,55% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 112 107 CHF | 48 843 CHF | 99,28% | 99,28% |
15/10/2024 | 9,23% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 477 694 | 103 917 CHF | 54 113 CHF | 99,00% | 99,00% |
14/10/2024 | 10,07% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 94 529 CHF | 52 265 CHF | 98,44% | 98,44% |
11/10/2024 | 10,27% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 92 589 CHF | 51 294 CHF | 99,29% | 99,29% |
10/10/2024 | 10,51% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 167 CHF | 50 084 CHF | 99,39% | 99,39% |
09/10/2024 | 10,56% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 89 704 CHF | 49 852 CHF | 99,49% | 99,49% |
08/10/2024 | 11,26% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 84 099 CHF | 47 049 CHF | 97,26% | 97,26% |
07/10/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 90 039 CHF | 50 020 CHF | 97,90% | 97,90% |
04/10/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 80 000 CHF | 45 000 CHF | 99,45% | 99,45% |