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 | 14,07% | 0,15 CHF | 0,17 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 1 885 CHF | 2 170 CHF | 96,43% | 96,43% |
16/10/2024 | 16,26% | 0,13 CHF | 0,16 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 1 697 CHF | 1 997 CHF | 99,25% | 99,25% |
15/10/2024 | 9,85% | 0,11 CHF | 0,12 CHF | 290 858 | 25 000 | 272 245 | 25 000 | 31 560 CHF | 3 198 CHF | 100,00% | 100,00% |
14/10/2024 | 10,72% | 0,12 CHF | 0,13 CHF | 274 771 | 25 000 | 271 453 | 25 000 | 30 764 CHF | 3 155 CHF | 100,00% | 100,00% |
11/10/2024 | 10,46% | 0,13 CHF | 0,14 CHF | 256 046 | 25 000 | 260 356 | 24 859 | 31 563 CHF | 3 347 CHF | 99,63% | 99,63% |
10/10/2024 | 11,05% | 0,12 CHF | 0,14 CHF | 260 889 | 25 000 | 259 451 | 24 689 | 32 106 CHF | 3 411 CHF | 99,47% | 99,47% |
09/10/2024 | 9,04% | 0,12 CHF | 0,14 CHF | 264 148 | 25 000 | 272 340 | 25 000 | 32 562 CHF | 3 272 CHF | 100,00% | 100,00% |
08/10/2024 | 9,20% | 0,12 CHF | 0,13 CHF | 264 073 | 25 000 | 273 092 | 25 000 | 32 021 CHF | 3 217 CHF | 100,00% | 100,00% |
07/10/2024 | 11,26% | 0,11 CHF | 0,12 CHF | 298 476 | 25 000 | 321 812 | 25 000 | 30 215 CHF | 2 628 CHF | 100,00% | 100,00% |
04/10/2024 | 10,94% | 0,10 CHF | 0,11 CHF | 321 727 | 25 000 | 313 549 | 25 000 | 30 233 CHF | 2 691 CHF | 89,37% | 89,37% |