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 | 66.67% | 0.01 CHF | 0.02 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 CHF | 5'000 CHF | 99.38% | 99.38% |
29.10.2024 | 37.11% | 0.02 CHF | 0.03 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 17'081 CHF | 8'194 CHF | 99.38% | 99.38% |
28.10.2024 | 27.27% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'042 CHF | 10'514 CHF | 96.00% | 96.00% |
25.10.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 22'500 CHF | 10'000 CHF | 99.36% | 99.36% |
24.10.2024 | 26.94% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 24'426 CHF | 10'642 CHF | 99.38% | 99.38% |
23.10.2024 | 22.43% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 29'752 CHF | 12'418 CHF | 99.37% | 99.37% |
22.10.2024 | 21.87% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 30'649 CHF | 12'716 CHF | 98.97% | 98.97% |
21.10.2024 | 15.26% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'842 CHF | 17'781 CHF | 99.38% | 99.38% |
18.10.2024 | 15.26% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 45'443 CHF | 17'648 CHF | 99.17% | 99.17% |
17.10.2024 | 14.14% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 49'552 CHF | 19'017 CHF | 99.16% | 99.16% |