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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/10/2024 | 3,74% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 131 376 CHF | 136 376 CHF | 99,57% | 99,57% |
23/10/2024 | 4,19% | 0,23 CHF | 0,24 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 117 262 CHF | 122 262 CHF | 100,00% | 100,00% |
22/10/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 119 984 CHF | 124 984 CHF | 100,00% | 100,00% |
21/10/2024 | 2,92% | 0,32 CHF | 0,33 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 169 640 CHF | 174 640 CHF | 100,00% | 100,00% |
18/10/2024 | 2,74% | 0,38 CHF | 0,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 180 236 CHF | 185 236 CHF | 100,00% | 100,00% |
17/10/2024 | 2,96% | 0,37 CHF | 0,38 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 169 833 CHF | 174 833 CHF | 100,00% | 100,00% |
16/10/2024 | 3,51% | 0,29 CHF | 0,30 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 140 181 CHF | 145 181 CHF | 100,00% | 100,00% |
15/10/2024 | 2,87% | 0,33 CHF | 0,34 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 171 971 CHF | 176 971 CHF | 100,00% | 100,00% |
14/10/2024 | 3,15% | 0,34 CHF | 0,35 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 156 662 CHF | 161 662 CHF | 100,00% | 100,00% |
11/10/2024 | 4,03% | 0,28 CHF | 0,29 CHF | 500 000 | 500 000 | 499 998 | 500 000 | 122 236 CHF | 127 236 CHF | 100,00% | 100,00% |