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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.10.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 258'036 | 100'000 | 50'728 CHF | 20'697 CHF | 82.39% | 82.39% |
11.10.2024 | 9.15% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 63'935 | 53'087 | 11'791 CHF | 10'583 CHF | 89.99% | 89.99% |
10.10.2024 | 8.82% | 0.20 CHF | 0.21 CHF | 37'500 | 37'500 | 37'020 | 37'020 | 7'358 CHF | 8'034 CHF | 98.03% | 98.03% |
09.10.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 199'992 | 75'000 | 51'362 CHF | 20'011 CHF | 98.96% | 98.96% |
08.10.2024 | 3.73% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 195'639 | 75'000 | 51'465 CHF | 20'498 CHF | 99.99% | 99.99% |
07.10.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 174'807 | 75'000 | 51'547 CHF | 22'880 CHF | 98.76% | 98.76% |
04.10.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 166'134 | 75'000 | 52'010 CHF | 24'257 CHF | 76.24% | 76.24% |
03.10.2024 | 2.52% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 132'403 | 75'000 | 51'888 CHF | 30'429 CHF | 94.37% | 94.37% |
02.10.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 106'162 | 75'000 | 52'077 CHF | 37'577 CHF | 99.17% | 99.17% |
01.10.2024 | 1.79% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 94'396 | 75'000 | 52'296 CHF | 42'452 CHF | 99.17% | 99.17% |