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 | 4,47% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 65 608 CHF | 22 869 CHF | 98,89% | 98,89% |
16/10/2024 | 4,10% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 71 973 CHF | 24 991 CHF | 98,71% | 98,71% |
15/10/2024 | 4,16% | 0,25 CHF | 0,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 70 770 CHF | 24 590 CHF | 99,23% | 99,23% |
14/10/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 61 126 CHF | 21 375 CHF | 98,11% | 98,11% |
11/10/2024 | 5,84% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 49 998 CHF | 17 666 CHF | 96,13% | 96,13% |
10/10/2024 | 5,57% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 52 413 CHF | 18 471 CHF | 94,64% | 94,64% |
09/10/2024 | 6,25% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 46 655 CHF | 16 552 CHF | 99,22% | 99,22% |
08/10/2024 | 7,06% | 0,14 CHF | 0,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 41 070 CHF | 14 690 CHF | 98,21% | 98,21% |
07/10/2024 | 6,03% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 48 326 CHF | 17 109 CHF | 99,07% | 99,07% |
04/10/2024 | 5,21% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 56 156 CHF | 19 719 CHF | 99,23% | 99,23% |