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 | 9,91% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 57 659 CHF | 21 220 CHF | 99,27% | 99,27% |
16/10/2024 | 9,26% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 62 060 CHF | 22 687 CHF | 99,03% | 99,03% |
15/10/2024 | 11,56% | 0,08 CHF | 0,09 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 49 001 CHF | 18 334 CHF | 99,26% | 99,26% |
14/10/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 55 460 CHF | 20 487 CHF | 98,94% | 98,94% |
11/10/2024 | 9,43% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 60 712 CHF | 22 237 CHF | 99,19% | 99,19% |
10/10/2024 | 9,67% | 0,10 CHF | 0,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 59 125 CHF | 21 708 CHF | 99,19% | 99,19% |
09/10/2024 | 7,99% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 72 167 CHF | 26 056 CHF | 99,20% | 99,20% |
08/10/2024 | 7,93% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 72 730 CHF | 26 243 CHF | 97,88% | 97,88% |
07/10/2024 | 8,02% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 71 801 CHF | 25 934 CHF | 99,23% | 99,23% |
04/10/2024 | 7,44% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 77 781 CHF | 27 927 CHF | 99,26% | 99,26% |