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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/09/2024 | 6,38% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 91 141 CHF | 32 380 CHF | 100,00% | 100,00% |
19/09/2024 | 6,12% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 628 241 | 209 414 | 100 446 CHF | 35 576 CHF | 99,15% | 99,15% |
18/09/2024 | 6,40% | 0,13 CHF | 0,14 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 114 049 CHF | 40 516 CHF | 99,28% | 99,28% |
12/09/2024 | 8,65% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 852 778 | 284 259 | 96 874 CHF | 35 134 CHF | 99,09% | 99,09% |
11/09/2024 | 11,12% | 0,08 CHF | 0,09 CHF | 900 000 | 300 000 | 915 609 | 315 609 | 78 117 CHF | 29 950 CHF | 99,10% | 99,10% |
10/09/2024 | 14,47% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 64 472 CHF | 29 789 CHF | 99,23% | 99,23% |
09/09/2024 | 17,17% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 53 622 CHF | 25 449 CHF | 99,11% | 99,11% |
06/09/2024 | 11,18% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 992 344 | 392 344 | 84 784 CHF | 37 403 CHF | 96,66% | 96,66% |
05/09/2024 | 9,82% | 0,10 CHF | 0,11 CHF | 900 000 | 300 000 | 901 201 | 301 201 | 87 799 CHF | 32 343 CHF | 98,81% | 98,81% |