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 | 13,25% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 616 CHF | 40 308 CHF | 99,45% | 99,45% |
25/09/2024 | 12,39% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 76 284 CHF | 43 142 CHF | 99,50% | 99,50% |
24/09/2024 | 13,39% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 990 CHF | 39 995 CHF | 99,49% | 99,49% |
23/09/2024 | 15,83% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 421 CHF | 34 210 CHF | 98,62% | 98,62% |
20/09/2024 | 13,39% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 705 CHF | 39 853 CHF | 98,72% | 98,72% |
19/09/2024 | 9,33% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 103 357 CHF | 56 678 CHF | 99,43% | 99,43% |
18/09/2024 | 6,87% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 142 061 CHF | 76 030 CHF | 99,36% | 99,36% |
12/09/2024 | 36,51% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 23 052 CHF | 16 526 CHF | 99,22% | 99,22% |
11/09/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 29 997 CHF | 19 999 CHF | 99,45% | 99,45% |
10/09/2024 | 34,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 25 717 CHF | 17 859 CHF | 99,43% | 99,43% |