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 | 29,75% | 0,03 CHF | 0,04 CHF | 1 392 900 | 1 392 900 | 756 279 | 756 279 | 22 688 CHF | 30 376 CHF | 100,00% | 100,00% |
25/09/2024 | 33,77% | 0,03 CHF | 0,04 CHF | 1 464 700 | 1 464 700 | 848 745 | 848 745 | 21 266 CHF | 29 775 CHF | 99,70% | 99,70% |
24/09/2024 | 33,77% | 0,03 CHF | 0,04 CHF | 1 665 700 | 1 665 700 | 914 694 | 914 694 | 22 867 CHF | 32 032 CHF | 100,00% | 100,00% |
23/09/2024 | 33,75% | 0,03 CHF | 0,04 CHF | 1 472 700 | 1 472 700 | 859 751 | 859 751 | 21 526 CHF | 30 140 CHF | 99,88% | 99,88% |
20/09/2024 | 33,84% | 0,03 CHF | 0,04 CHF | 1 652 800 | 1 652 800 | 873 245 | 873 245 | 21 920 CHF | 30 694 CHF | 99,05% | 99,05% |
19/09/2024 | 32,28% | 0,03 CHF | 0,04 CHF | 1 707 200 | 1 707 200 | 900 260 | 900 260 | 23 776 CHF | 32 837 CHF | 98,00% | 98,00% |
18/09/2024 | 39,69% | 0,03 CHF | 0,04 CHF | 1 563 100 | 1 563 100 | 779 277 | 779 277 | 19 482 CHF | 27 469 CHF | 99,19% | 99,19% |
12/09/2024 | 33,31% | 0,03 CHF | 0,04 CHF | 1 615 900 | 1 615 900 | 940 116 | 940 116 | 24 400 CHF | 33 833 CHF | 99,99% | 99,99% |
11/09/2024 | 39,66% | 0,02 CHF | 0,03 CHF | 1 818 700 | 1 818 700 | 996 893 | 996 893 | 20 366 CHF | 30 354 CHF | 99,90% | 99,90% |
10/09/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 1 936 300 | 1 936 300 | 1 068 180 | 1 068 180 | 21 364 CHF | 32 066 CHF | 99,75% | 99,75% |