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 | 5,48% | 0,44 CHF | 0,46 CHF | 120 000 | 75 000 | 111 977 | 75 000 | 51 732 CHF | 36 631 CHF | 97,64% | 97,64% |
16/10/2024 | 5,52% | 0,47 CHF | 0,50 CHF | 110 000 | 75 000 | 112 216 | 75 000 | 51 644 CHF | 36 494 CHF | 99,28% | 99,28% |
15/10/2024 | 5,34% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 109 356 | 75 000 | 51 567 CHF | 37 324 CHF | 100,00% | 100,00% |
14/10/2024 | 4,95% | 0,45 CHF | 0,48 CHF | 120 000 | 75 000 | 112 536 | 75 000 | 51 469 CHF | 36 056 CHF | 100,00% | 100,00% |
11/10/2024 | 5,58% | 0,46 CHF | 0,49 CHF | 110 000 | 75 000 | 110 098 | 74 508 | 51 116 CHF | 36 580 CHF | 99,61% | 99,61% |
10/10/2024 | 5,29% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 116 030 | 73 423 | 52 677 CHF | 35 147 CHF | 99,31% | 99,31% |
09/10/2024 | 5,55% | 0,46 CHF | 0,49 CHF | 110 000 | 75 000 | 114 273 | 75 000 | 52 264 CHF | 36 284 CHF | 100,00% | 100,00% |
08/10/2024 | 4,97% | 0,46 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 413 CHF | 37 560 CHF | 100,00% | 100,00% |
07/10/2024 | 4,44% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 100 347 | 75 000 | 50 583 CHF | 39 528 CHF | 100,00% | 100,00% |
04/10/2024 | 4,75% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 100 303 | 75 000 | 51 883 CHF | 40 691 CHF | 87,67% | 87,67% |