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 | 17,83% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 97 300 | 26 692 CHF | 6 189 CHF | 99,22% | 99,22% |
25/09/2024 | 16,99% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 27 132 CHF | 6 426 CHF | 76,58% | 76,58% |
24/09/2024 | 14,69% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 31 701 CHF | 7 340 CHF | 100,00% | 100,00% |
23/09/2024 | 14,97% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 31 014 CHF | 7 203 CHF | 100,00% | 100,00% |
20/09/2024 | 13,70% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 34 110 CHF | 7 822 CHF | 89,66% | 89,66% |
19/09/2024 | 10,93% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 43 365 CHF | 9 673 CHF | 99,18% | 99,18% |
18/09/2024 | 11,78% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 39 966 CHF | 8 993 CHF | 98,09% | 98,09% |
12/09/2024 | 9,53% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 49 983 CHF | 10 997 CHF | 98,41% | 98,41% |
11/09/2024 | 11,65% | 0,09 CHF | 0,10 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 40 468 CHF | 9 094 CHF | 98,88% | 98,88% |
10/09/2024 | 11,84% | 0,08 CHF | 0,09 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 39 874 CHF | 8 975 CHF | 100,00% | 100,00% |