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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.09.2024 | 28.28% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 49'011 | 19'656 CHF | 2'558 CHF | 98.82% | 98.82% |
25.09.2024 | 41.37% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 16'809 CHF | 2'540 CHF | 97.02% | 97.02% |
24.09.2024 | 24.65% | 0.04 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'632 CHF | 2'646 CHF | 100.00% | 100.00% |
23.09.2024 | 32.05% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'821 CHF | 3'000 CHF | 90.55% | 90.55% |
20.09.2024 | 33.94% | 0.04 CHF | 0.06 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 21'777 CHF | 3'056 CHF | 87.60% | 87.60% |
19.09.2024 | 36.84% | 0.05 CHF | 0.07 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 20'814 CHF | 3'013 CHF | 99.42% | 99.42% |
18.09.2024 | 31.27% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 19'609 CHF | 2'685 CHF | 95.03% | 95.03% |
12.09.2024 | 38.09% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 17'145 CHF | 2'500 CHF | 88.93% | 88.93% |
11.09.2024 | 45.02% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'549 CHF | 2'456 CHF | 69.99% | 69.99% |
10.09.2024 | 49.29% | 0.03 CHF | 0.05 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 15'000 CHF | 2'483 CHF | 100.00% | 100.00% |