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 | 16,51% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 56 074 CHF | 33 037 CHF | 99,30% | 99,30% |
25/09/2024 | 11,48% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 420 488 | 82 843 CHF | 38 792 CHF | 99,39% | 99,39% |
24/09/2024 | 9,77% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 97 533 CHF | 43 013 CHF | 99,28% | 99,28% |
23/09/2024 | 12,68% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 479 959 | 74 681 CHF | 40 318 CHF | 99,39% | 99,39% |
20/09/2024 | 12,08% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 467 044 | 77 990 CHF | 41 025 CHF | 99,03% | 99,03% |
19/09/2024 | 10,77% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 434 571 | 88 019 CHF | 42 474 CHF | 99,55% | 99,55% |
18/09/2024 | 13,29% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 284 CHF | 40 142 CHF | 99,30% | 99,30% |
12/09/2024 | 17,80% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 51 380 CHF | 30 690 CHF | 99,36% | 99,36% |
11/09/2024 | 15,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 58 263 CHF | 34 131 CHF | 99,40% | 99,40% |
10/09/2024 | 11,46% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 83 456 CHF | 46 728 CHF | 99,13% | 99,13% |