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 | 20,10% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 67 869 CHF | 11 049 CHF | 99,27% | 99,27% |
16/10/2024 | 23,04% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 59 384 CHF | 9 918 CHF | 99,03% | 99,03% |
15/10/2024 | 15,05% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 92 479 CHF | 14 331 CHF | 99,26% | 99,26% |
14/10/2024 | 17,92% | 0,06 CHF | 0,07 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 76 462 CHF | 12 195 CHF | 98,93% | 98,93% |
11/10/2024 | 21,81% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 61 527 CHF | 10 204 CHF | 99,26% | 99,26% |
10/10/2024 | 17,72% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 77 494 CHF | 12 333 CHF | 99,26% | 99,26% |
09/10/2024 | 21,08% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 64 247 CHF | 10 566 CHF | 99,27% | 99,27% |
08/10/2024 | 19,87% | 0,05 CHF | 0,06 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 68 732 CHF | 11 164 CHF | 97,94% | 97,94% |
07/10/2024 | 21,78% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 61 664 CHF | 10 222 CHF | 99,27% | 99,27% |
04/10/2024 | 24,61% | 0,04 CHF | 0,05 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 54 354 CHF | 9 247 CHF | 99,26% | 99,26% |