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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 26.69% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'479 CHF | 2'148 CHF | 96.94% | 96.94% |
29.10.2024 | 24.84% | 0.03 CHF | 0.04 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'936 CHF | 2'294 CHF | 86.10% | 86.10% |
28.10.2024 | 39.35% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'664 CHF | 2'350 CHF | 100.00% | 100.00% |
25.10.2024 | 48.63% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 197'772 | 50'495 | 3'717 CHF | 1'486 CHF | 99.12% | 99.12% |
24.10.2024 | 47.35% | 0.02 CHF | 0.03 CHF | 37'500 | 37'500 | 37'202 | 37'202 | 707 CHF | 1'130 CHF | 89.39% | 89.39% |
23.10.2024 | 32.71% | 0.02 CHF | 0.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 913 CHF | 1'265 CHF | 99.61% | 99.61% |
22.10.2024 | 26.86% | 0.04 CHF | 0.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'301 CHF | 1'679 CHF | 94.76% | 94.76% |
21.10.2024 | 8.08% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 425'727 | 50'000 | 50'523 CHF | 6'457 CHF | 99.96% | 99.96% |
18.10.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 405'514 | 50'000 | 50'495 CHF | 6'759 CHF | 100.00% | 100.00% |
17.10.2024 | 10.17% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 46'768 CHF | 5'177 CHF | 95.75% | 95.75% |