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 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'826 | 100'000 | 52'329 CHF | 50'481 CHF | 82.39% | 82.39% |
11.10.2024 | 3.42% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 53'758 | 53'087 | 25'320 CHF | 25'837 CHF | 89.99% | 89.99% |
10.10.2024 | 3.53% | 0.48 CHF | 0.50 CHF | 37'500 | 37'500 | 37'020 | 37'020 | 18'121 CHF | 18'770 CHF | 98.03% | 98.03% |
09.10.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'452 | 75'000 | 51'069 CHF | 43'101 CHF | 98.96% | 98.96% |
08.10.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'523 | 75'000 | 51'616 CHF | 43'524 CHF | 100.00% | 100.00% |
07.10.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'997 | 75'000 | 54'366 CHF | 46'057 CHF | 98.76% | 98.76% |
04.10.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 87'649 | 75'000 | 54'223 CHF | 47'185 CHF | 76.24% | 76.24% |
03.10.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 78'133 | 75'000 | 54'549 CHF | 53'202 CHF | 94.36% | 94.36% |
02.10.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 59'227 CHF | 59'977 CHF | 99.17% | 99.17% |
01.10.2024 | 1.16% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'317 CHF | 65'067 CHF | 99.24% | 99.24% |