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 | 11.75% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 9'630 CHF | 10'831 CHF | 100.00% | 100.00% |
11.10.2024 | 12.57% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 8'958 CHF | 10'158 CHF | 100.00% | 100.00% |
10.10.2024 | 11.43% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 9'934 CHF | 11'134 CHF | 100.00% | 100.00% |
09.10.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 13'241 CHF | 14'441 CHF | 100.00% | 100.00% |
08.10.2024 | 8.43% | 0.12 CHF | 0.13 CHF | 120'000 | 120'000 | 118'417 | 118'417 | 13'823 CHF | 15'023 CHF | 100.00% | 100.00% |
07.10.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 15'939 CHF | 17'139 CHF | 100.00% | 100.00% |
04.10.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 17'342 CHF | 18'542 CHF | 100.00% | 100.00% |
03.10.2024 | 5.10% | 0.16 CHF | 0.17 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 21'349 CHF | 22'449 CHF | 99.99% | 99.99% |
02.10.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 109'890 | 109'890 | 28'212 CHF | 29'312 CHF | 100.00% | 100.00% |
01.10.2024 | 3.31% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'882 CHF | 30'882 CHF | 99.98% | 99.98% |