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 | 14.63% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 800'807 | 408'603 | 50'720 CHF | 29'976 CHF | 98.86% | 98.86% |
24.09.2024 | 14.87% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 816'308 | 413'452 | 50'804 CHF | 29'882 CHF | 99.58% | 99.58% |
23.09.2024 | 17.13% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 945'565 | 477'046 | 50'511 CHF | 30'259 CHF | 99.81% | 99.81% |
20.09.2024 | 15.33% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 845'220 | 424'994 | 50'925 CHF | 29'858 CHF | 98.27% | 98.27% |
19.09.2024 | 16.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 922'050 | 470'629 | 50'917 CHF | 30'694 CHF | 100.00% | 100.00% |
18.09.2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 491'175 | 49'851 CHF | 29'418 CHF | 99.80% | 99.80% |
12.09.2024 | 22.06% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 40'370 CHF | 12'593 CHF | 100.00% | 100.00% |
11.09.2024 | 20.85% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 253'090 | 43'098 CHF | 13'443 CHF | 99.81% | 99.81% |
10.09.2024 | 17.16% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 939'866 | 479'956 | 50'117 CHF | 30'401 CHF | 98.58% | 98.58% |
09.09.2024 | 16.38% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 886'842 | 448'958 | 49'689 CHF | 29'650 CHF | 99.23% | 99.23% |