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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/10/2024 | 6,92% | 0,29 CHF | 0,31 CHF | 37 500 | 37 500 | 37 130 | 37 130 | 10 276 CHF | 11 007 CHF | 36,21% | 36,21% |
23/10/2024 | 2,80% | 0,35 CHF | 0,36 CHF | 150 000 | 75 000 | 147 179 | 75 000 | 51 790 CHF | 27 155 CHF | 100,00% | 100,00% |
22/10/2024 | 2,88% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 149 392 | 100 000 | 51 146 CHF | 35 246 CHF | 100,00% | 100,00% |
21/10/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 156 688 | 100 000 | 52 214 CHF | 34 338 CHF | 100,00% | 100,00% |
18/10/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 152 197 | 100 000 | 51 395 CHF | 34 780 CHF | 100,00% | 100,00% |
17/10/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 152 513 | 100 000 | 51 452 CHF | 34 749 CHF | 96,43% | 96,43% |
16/10/2024 | 2,96% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 157 334 | 100 000 | 52 302 CHF | 34 256 CHF | 99,24% | 99,24% |
15/10/2024 | 2,94% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 154 410 | 100 000 | 51 795 CHF | 34 560 CHF | 100,00% | 100,00% |
14/10/2024 | 3,05% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 160 250 | 100 000 | 51 767 CHF | 33 306 CHF | 100,00% | 100,00% |
11/10/2024 | 3,14% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 163 062 | 99 528 | 51 659 CHF | 32 548 CHF | 99,63% | 99,63% |