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 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 980 220 | 250 000 | 29 410 CHF | 10 001 CHF | 98,20% | 98,20% |
25/09/2024 | 28,56% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 010 CHF | 10 003 CHF | 98,51% | 98,51% |
24/09/2024 | 26,82% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 447 CHF | 10 612 CHF | 99,22% | 99,22% |
23/09/2024 | 22,93% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 735 CHF | 12 184 CHF | 98,64% | 98,64% |
20/09/2024 | 21,78% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 002 CHF | 12 750 CHF | 95,92% | 95,92% |
19/09/2024 | 20,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 998 630 | 256 965 | 44 275 CHF | 13 971 CHF | 99,47% | 99,47% |
18/09/2024 | 15,44% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 855 279 | 428 519 | 51 104 CHF | 29 888 CHF | 99,33% | 99,33% |
12/09/2024 | 12,50% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 673 504 | 349 252 | 50 521 CHF | 29 691 CHF | 99,03% | 99,03% |
11/09/2024 | 11,03% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 591 092 | 299 228 | 50 641 CHF | 28 635 CHF | 96,94% | 96,94% |
10/09/2024 | 11,50% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 607 556 | 320 474 | 49 869 CHF | 29 526 CHF | 98,29% | 98,29% |