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 | 11,99% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 637 451 | 332 021 | 50 003 CHF | 29 362 CHF | 99,25% | 99,25% |
16/10/2024 | 12,28% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 656 590 | 341 545 | 50 214 CHF | 29 532 CHF | 98,12% | 98,12% |
15/10/2024 | 13,88% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 753 831 | 390 037 | 50 567 CHF | 30 064 CHF | 99,38% | 99,38% |
14/10/2024 | 15,04% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 818 848 | 414 835 | 50 345 CHF | 29 668 CHF | 98,96% | 98,96% |
11/10/2024 | 13,42% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 723 477 | 375 250 | 50 334 CHF | 29 856 CHF | 93,83% | 93,83% |
10/10/2024 | 13,29% | 0,07 CHF | 0,08 CHF | 725 000 | 375 000 | 716 540 | 371 969 | 50 339 CHF | 29 852 CHF | 98,52% | 98,52% |
09/10/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 623 789 | 324 641 | 49 876 CHF | 29 200 CHF | 99,38% | 99,38% |
08/10/2024 | 12,26% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 657 289 | 342 215 | 50 332 CHF | 29 634 CHF | 99,09% | 99,09% |
07/10/2024 | 10,80% | 0,09 CHF | 0,09 CHF | 625 000 | 350 000 | 769 873 | 407 131 | 58 232 CHF | 34 412 CHF | 83,90% | 100,00% |
04/10/2024 | 12,42% | 0,08 CHF | 0,09 CHF | 1 350 000 | 700 000 | 1 017 210 | 528 580 | 76 307 CHF | 44 913 CHF | 100,00% | 100,00% |