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 | 18,56% | 0,05 CHF | 0,06 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 36 796 CHF | 11 812 CHF | 99,16% | 99,16% |
16/10/2024 | 16,39% | 0,06 CHF | 0,07 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 42 311 CHF | 13 283 CHF | 99,17% | 99,17% |
15/10/2024 | 11,73% | 0,08 CHF | 0,09 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 60 235 CHF | 18 063 CHF | 99,17% | 99,17% |
14/10/2024 | 11,48% | 0,08 CHF | 0,09 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 61 720 CHF | 18 459 CHF | 99,16% | 99,16% |
11/10/2024 | 11,75% | 0,08 CHF | 0,09 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 60 137 CHF | 18 037 CHF | 99,38% | 99,38% |
10/10/2024 | 11,71% | 0,08 CHF | 0,09 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 60 347 CHF | 18 092 CHF | 99,37% | 99,37% |
09/10/2024 | 10,73% | 0,08 CHF | 0,09 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 66 277 CHF | 19 674 CHF | 99,38% | 99,38% |
08/10/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 69 373 CHF | 20 500 CHF | 98,04% | 98,04% |
07/10/2024 | 7,88% | 0,11 CHF | 0,12 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 91 796 CHF | 26 479 CHF | 99,38% | 99,38% |
04/10/2024 | 7,69% | 0,12 CHF | 0,13 CHF | 750 000 | 200 000 | 750 000 | 200 000 | 94 064 CHF | 27 084 CHF | 99,38% | 99,38% |