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 | 73,70% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 553 CHF | 90,60% | 90,60% |
16/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 500 CHF | 96,76% | 98,72% |
15/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 500 CHF | 99,27% | 99,27% |
14/10/2024 | 80,05% | 0,01 CHF | 0,02 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 600 CHF | 97,47% | 97,47% |
11/10/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 24 882 | 24 882 | 249 CHF | 746 CHF | 99,52% | 99,52% |
10/10/2024 | 95,13% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 24 610 | 24 610 | 246 CHF | 702 CHF | 99,36% | 99,36% |
09/10/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 750 CHF | 100,00% | 100,00% |
08/10/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 750 CHF | 97,42% | 97,42% |
07/10/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 750 CHF | 94,66% | 94,66% |
04/10/2024 | 100,00% | 0,01 CHF | 0,03 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 250 CHF | 750 CHF | 88,05% | 88,05% |