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 | 10,31% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 488 551 | 92 263 CHF | 49 872 CHF | 99,31% | 99,31% |
25/09/2024 | 6,83% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 990 312 | 390 312 | 140 294 CHF | 59 149 CHF | 99,36% | 99,36% |
24/09/2024 | 5,74% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 152 273 CHF | 53 758 CHF | 99,36% | 99,36% |
23/09/2024 | 6,38% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 941 198 | 341 198 | 142 939 CHF | 55 151 CHF | 99,42% | 99,42% |
20/09/2024 | 6,50% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 960 674 | 360 674 | 143 085 CHF | 57 298 CHF | 99,39% | 99,39% |
19/09/2024 | 6,19% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 902 750 | 302 750 | 141 361 CHF | 50 423 CHF | 99,55% | 99,55% |
18/09/2024 | 7,30% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 124 CHF | 56 850 CHF | 99,03% | 99,03% |
12/09/2024 | 7,24% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 133 361 CHF | 57 344 CHF | 99,36% | 99,36% |
11/09/2024 | 7,77% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 123 953 CHF | 53 581 CHF | 99,41% | 99,41% |
10/09/2024 | 7,51% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 128 547 CHF | 55 419 CHF | 99,48% | 99,48% |