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 | 5,45% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 107 078 CHF | 37 693 CHF | 98,89% | 98,89% |
16/10/2024 | 5,25% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 111 489 CHF | 39 163 CHF | 98,71% | 98,71% |
15/10/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 111 187 CHF | 39 062 CHF | 99,23% | 99,23% |
14/10/2024 | 5,71% | 0,17 CHF | 0,18 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 102 067 CHF | 36 022 CHF | 98,11% | 98,11% |
11/10/2024 | 6,39% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 90 875 CHF | 32 292 CHF | 96,14% | 96,14% |
10/10/2024 | 6,22% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 93 600 CHF | 33 200 CHF | 94,63% | 94,63% |
09/10/2024 | 6,74% | 0,15 CHF | 0,16 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 86 200 CHF | 30 733 CHF | 99,22% | 99,22% |
08/10/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 82 037 CHF | 29 346 CHF | 98,21% | 98,21% |
07/10/2024 | 6,51% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 89 226 CHF | 31 742 CHF | 99,22% | 99,22% |
04/10/2024 | 6,06% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 96 057 CHF | 34 019 CHF | 99,23% | 99,23% |