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 | 33,61% | 0,05 CHF | 0,07 CHF | 461 627 | 100 000 | 461 845 | 97 401 | 23 191 CHF | 6 843 CHF | 99,11% | 99,11% |
25/09/2024 | 29,27% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 499 907 | 100 000 | 24 101 CHF | 6 474 CHF | 91,90% | 91,90% |
24/09/2024 | 29,55% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 466 660 | 100 000 | 25 809 CHF | 7 452 CHF | 100,00% | 100,00% |
23/09/2024 | 24,81% | 0,05 CHF | 0,07 CHF | 462 300 | 100 000 | 481 080 | 100 000 | 25 251 CHF | 6 776 CHF | 100,00% | 100,00% |
20/09/2024 | 31,46% | 0,05 CHF | 0,07 CHF | 500 000 | 100 000 | 474 782 | 100 000 | 24 698 CHF | 7 166 CHF | 87,60% | 87,60% |
19/09/2024 | 28,57% | 0,06 CHF | 0,08 CHF | 465 014 | 100 000 | 465 014 | 100 000 | 27 901 CHF | 8 000 CHF | 99,42% | 99,42% |
18/09/2024 | 31,40% | 0,05 CHF | 0,07 CHF | 500 000 | 100 000 | 486 674 | 100 000 | 24 334 CHF | 6 873 CHF | 96,59% | 96,59% |
12/09/2024 | 32,76% | 0,05 CHF | 0,07 CHF | 500 000 | 100 000 | 482 327 | 100 000 | 23 862 CHF | 6 889 CHF | 98,34% | 98,34% |
11/09/2024 | 20,31% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 469 222 | 100 000 | 27 060 CHF | 7 077 CHF | 99,04% | 99,04% |
10/09/2024 | 26,36% | 0,05 CHF | 0,07 CHF | 500 000 | 100 000 | 483 515 | 100 000 | 25 357 CHF | 6 853 CHF | 100,00% | 100,00% |