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 | 7.52% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 128'388 CHF | 55'355 CHF | 99.42% | 99.42% |
29.10.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 156'956 CHF | 66'782 CHF | 99.16% | 99.16% |
28.10.2024 | 7.52% | 0.15 CHF | 0.16 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 128'344 CHF | 55'338 CHF | 95.61% | 95.61% |
25.10.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 493'514 | 102'815 CHF | 55'569 CHF | 98.68% | 98.68% |
24.10.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 485'984 | 110'100 CHF | 58'226 CHF | 99.23% | 99.23% |
23.10.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 101'548 CHF | 55'774 CHF | 98.36% | 98.36% |
22.10.2024 | 8.72% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 109'662 CHF | 59'831 CHF | 95.48% | 95.48% |
21.10.2024 | 7.87% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 424'146 | 122'348 CHF | 55'950 CHF | 97.51% | 97.51% |
18.10.2024 | 7.12% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 135'610 CHF | 58'244 CHF | 99.23% | 99.23% |
17.10.2024 | 8.85% | 0.11 CHF | 0.12 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 108'156 CHF | 59'078 CHF | 99.02% | 99.02% |