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 | 19,52% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 945 | 318 023 | 46 088 CHF | 18 135 CHF | 99,53% | 99,53% |
25/09/2024 | 18,72% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 985 648 | 420 840 | 47 873 CHF | 24 867 CHF | 98,77% | 98,77% |
24/09/2024 | 18,97% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 388 390 | 47 825 CHF | 22 750 CHF | 99,58% | 99,58% |
23/09/2024 | 18,95% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 989 847 | 366 378 | 47 451 CHF | 21 620 CHF | 100,00% | 100,00% |
20/09/2024 | 19,34% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 340 038 | 46 804 CHF | 19 596 CHF | 98,30% | 98,30% |
19/09/2024 | 19,67% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 309 205 | 45 941 CHF | 17 522 CHF | 99,52% | 99,52% |
18/09/2024 | 18,09% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 995 074 | 498 358 | 50 049 CHF | 30 053 CHF | 100,00% | 100,00% |
12/09/2024 | 18,40% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 493 | 471 154 | 49 364 CHF | 28 098 CHF | 100,00% | 100,00% |
11/09/2024 | 16,93% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 935 729 | 477 524 | 50 623 CHF | 30 619 CHF | 100,00% | 100,00% |
10/09/2024 | 15,46% | 0,07 CHF | 0,08 CHF | 850 000 | 425 000 | 858 180 | 430 598 | 51 236 CHF | 30 008 CHF | 99,77% | 99,77% |