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 | 3,92% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 634 352 | 211 451 | 158 386 CHF | 54 910 CHF | 99,16% | 99,16% |
16/10/2024 | 4,29% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 748 045 | 249 348 | 170 812 CHF | 59 431 CHF | 99,17% | 99,17% |
15/10/2024 | 5,55% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 131 624 CHF | 46 375 CHF | 99,17% | 99,17% |
14/10/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 127 846 CHF | 45 115 CHF | 99,16% | 99,16% |
11/10/2024 | 5,15% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 141 955 CHF | 49 818 CHF | 99,38% | 99,38% |
10/10/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 144 271 CHF | 50 590 CHF | 99,37% | 99,37% |
09/10/2024 | 5,30% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 137 931 CHF | 48 477 CHF | 99,38% | 99,38% |
08/10/2024 | 5,50% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 133 047 CHF | 46 849 CHF | 98,04% | 98,04% |
07/10/2024 | 7,37% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 98 323 CHF | 35 274 CHF | 99,38% | 99,38% |
04/10/2024 | 7,17% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 101 153 CHF | 36 218 CHF | 99,38% | 99,38% |