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 | 10,12% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 70 554 CHF | 26 018 CHF | 98,48% | 98,48% |
25/09/2024 | 11,22% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 63 327 CHF | 23 609 CHF | 99,12% | 99,12% |
24/09/2024 | 10,09% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 70 799 CHF | 26 100 CHF | 99,17% | 99,17% |
23/09/2024 | 9,62% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 74 308 CHF | 27 269 CHF | 99,17% | 99,17% |
20/09/2024 | 8,98% | 0,10 CHF | 0,11 CHF | 750 000 | 250 000 | 694 881 | 231 627 | 74 055 CHF | 27 001 CHF | 99,17% | 99,17% |
19/09/2024 | 7,27% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 79 653 CHF | 28 551 CHF | 99,16% | 99,16% |
18/09/2024 | 7,39% | 0,14 CHF | 0,15 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 78 424 CHF | 28 141 CHF | 99,17% | 99,17% |
12/09/2024 | 4,13% | 0,23 CHF | 0,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 106 930 CHF | 37 143 CHF | 99,16% | 99,16% |
11/09/2024 | 5,00% | 0,22 CHF | 0,23 CHF | 450 000 | 150 000 | 514 732 | 171 577 | 100 010 CHF | 35 052 CHF | 99,16% | 99,16% |
10/09/2024 | 4,56% | 0,19 CHF | 0,20 CHF | 450 000 | 150 000 | 464 501 | 154 834 | 99 491 CHF | 34 712 CHF | 98,87% | 98,87% |