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 | 39,99% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 898 | 250 000 | 19 947 CHF | 7 512 CHF | 99,00% | 99,00% |
25/09/2024 | 28,45% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 157 | 250 000 | 29 936 CHF | 10 043 CHF | 98,61% | 98,61% |
24/09/2024 | 28,49% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 072 | 250 000 | 29 981 CHF | 10 047 CHF | 99,06% | 99,06% |
23/09/2024 | 32,92% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 437 CHF | 8 859 CHF | 98,60% | 98,60% |
20/09/2024 | 25,05% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 809 | 250 000 | 34 680 CHF | 11 233 CHF | 97,64% | 97,64% |
19/09/2024 | 23,55% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 604 | 250 000 | 37 469 CHF | 11 900 CHF | 99,38% | 99,38% |
18/09/2024 | 36,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 988 407 | 250 000 | 22 900 CHF | 8 309 CHF | 77,45% | 77,45% |
12/09/2024 | 44,57% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 595 | 250 000 | 17 585 CHF | 6 928 CHF | 98,99% | 98,99% |
11/09/2024 | 49,77% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 115 CHF | 6 279 CHF | 99,18% | 99,18% |
10/09/2024 | 45,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 17 315 CHF | 6 829 CHF | 98,56% | 98,56% |