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 | 12,02% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 78 449 CHF | 35 380 CHF | 99,21% | 99,21% |
16/10/2024 | 11,86% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 79 390 CHF | 35 756 CHF | 99,33% | 99,33% |
15/10/2024 | 10,49% | 0,08 CHF | 0,09 CHF | 1 000 000 | 400 000 | 1 000 000 | 404 399 | 91 408 CHF | 40 915 CHF | 99,10% | 99,10% |
14/10/2024 | 9,49% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 999 814 | 399 814 | 100 343 CHF | 44 123 CHF | 98,45% | 98,45% |
11/10/2024 | 8,68% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 917 324 | 317 324 | 101 251 CHF | 38 106 CHF | 99,41% | 99,41% |
10/10/2024 | 8,04% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 107 534 CHF | 38 845 CHF | 99,46% | 99,46% |
09/10/2024 | 7,42% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 116 759 CHF | 41 920 CHF | 99,45% | 99,45% |
08/10/2024 | 6,86% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 890 724 | 296 908 | 125 466 CHF | 44 791 CHF | 97,26% | 97,26% |
07/10/2024 | 7,37% | 0,13 CHF | 0,14 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 117 741 CHF | 42 247 CHF | 97,89% | 97,89% |
04/10/2024 | 6,43% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 112 946 CHF | 40 149 CHF | 99,49% | 99,49% |