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 | 27,17% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 997 | 250 000 | 31 778 CHF | 10 489 CHF | 99,60% | 99,60% |
25/09/2024 | 33,42% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 934 CHF | 8 733 CHF | 99,21% | 99,21% |
24/09/2024 | 29,73% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 788 CHF | 9 697 CHF | 99,65% | 99,65% |
23/09/2024 | 38,46% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 155 CHF | 7 789 CHF | 99,19% | 99,19% |
20/09/2024 | 25,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 968 CHF | 10 992 CHF | 98,23% | 98,23% |
19/09/2024 | 24,43% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 025 CHF | 11 506 CHF | 100,00% | 100,00% |
18/09/2024 | 26,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 862 CHF | 10 715 CHF | 99,86% | 99,86% |
12/09/2024 | 27,66% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 346 CHF | 10 337 CHF | 99,63% | 99,63% |
11/09/2024 | 29,45% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 149 CHF | 9 787 CHF | 99,81% | 99,81% |
10/09/2024 | 29,36% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 177 CHF | 9 794 CHF | 99,16% | 99,16% |