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 | 9.58% | 0.10 CHF | 0.11 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 23'878 CHF | 26'278 CHF | 100.00% | 100.00% |
11.10.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 22'169 CHF | 24'569 CHF | 100.00% | 100.00% |
10.10.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 21'211 CHF | 23'311 CHF | 100.00% | 100.00% |
09.10.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'569 CHF | 27'569 CHF | 100.00% | 100.00% |
08.10.2024 | 7.52% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 187'703 | 187'703 | 24'656 CHF | 26'558 CHF | 100.00% | 100.00% |
07.10.2024 | 6.62% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 188'910 | 188'910 | 27'609 CHF | 29'498 CHF | 100.00% | 100.00% |
04.10.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 27'967 CHF | 29'767 CHF | 100.00% | 100.00% |
03.10.2024 | 5.03% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 149'686 | 149'686 | 29'323 CHF | 30'819 CHF | 99.97% | 99.97% |
02.10.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 142'125 | 142'125 | 34'653 CHF | 36'076 CHF | 100.00% | 100.00% |
01.10.2024 | 3.58% | 0.24 CHF | 0.25 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 38'551 CHF | 39'951 CHF | 99.86% | 99.86% |