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 | 5,79% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 125 994 CHF | 44 498 CHF | 99,24% | 99,24% |
16/10/2024 | 5,75% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 126 846 CHF | 44 782 CHF | 99,15% | 99,15% |
15/10/2024 | 5,27% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 654 468 | 218 156 | 120 992 CHF | 42 512 CHF | 98,49% | 98,49% |
14/10/2024 | 4,82% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 121 511 CHF | 42 504 CHF | 98,55% | 98,55% |
11/10/2024 | 4,42% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 132 970 CHF | 46 323 CHF | 99,16% | 99,16% |
10/10/2024 | 4,15% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 602 CHF | 49 201 CHF | 99,45% | 99,45% |
09/10/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 145 590 CHF | 50 530 CHF | 99,52% | 99,52% |
08/10/2024 | 3,77% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 156 233 CHF | 54 078 CHF | 97,28% | 97,28% |
07/10/2024 | 4,00% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 146 985 CHF | 50 995 CHF | 97,90% | 97,90% |
04/10/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 167 806 CHF | 57 935 CHF | 99,28% | 99,28% |