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 | 26,71% | 0,03 CHF | 0,04 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 49 395 CHF | 8 586 CHF | 99,27% | 99,27% |
16/10/2024 | 20,16% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 67 641 CHF | 11 019 CHF | 99,03% | 99,03% |
15/10/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 45 000 CHF | 8 000 CHF | 99,26% | 99,26% |
14/10/2024 | 23,13% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 57 849 CHF | 9 713 CHF | 98,92% | 98,92% |
11/10/2024 | 21,75% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 61 770 CHF | 10 236 CHF | 99,19% | 99,19% |
10/10/2024 | 21,90% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 61 185 CHF | 10 158 CHF | 99,19% | 99,19% |
09/10/2024 | 16,03% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 86 560 CHF | 13 541 CHF | 99,20% | 99,20% |
08/10/2024 | 16,23% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 85 448 CHF | 13 393 CHF | 97,88% | 97,88% |
07/10/2024 | 18,67% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 73 271 CHF | 11 769 CHF | 99,23% | 99,23% |
04/10/2024 | 16,12% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 86 050 CHF | 13 473 CHF | 99,25% | 99,25% |