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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.09.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 859'861 | 432'628 | 50'920 CHF | 29'940 CHF | 98.79% | 98.79% |
24.09.2024 | 15.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 861'611 | 439'386 | 50'885 CHF | 30'346 CHF | 99.55% | 99.55% |
23.09.2024 | 16.09% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 892'989 | 453'662 | 51'040 CHF | 30'455 CHF | 100.00% | 100.00% |
20.09.2024 | 13.63% | 0.05 CHF | 0.06 CHF | 925'000 | 475'000 | 735'289 | 380'916 | 50'225 CHF | 29'919 CHF | 98.30% | 98.30% |
19.09.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'724 | 491'724 | 50'649 CHF | 55'566 CHF | 99.52% | 99.52% |
18.09.2024 | 9.72% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 516'713 | 445'064 | 50'554 CHF | 48'550 CHF | 100.00% | 100.00% |
12.09.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 306'301 | 306'301 | 52'357 CHF | 55'420 CHF | 100.00% | 100.00% |
11.09.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 395'934 | 395'934 | 51'971 CHF | 55'931 CHF | 100.00% | 100.00% |
10.09.2024 | 6.67% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 362'253 | 362'254 | 52'490 CHF | 56'112 CHF | 99.79% | 99.79% |
09.09.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 338'751 | 338'747 | 52'298 CHF | 55'685 CHF | 99.64% | 99.64% |