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 | 11,87% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 488 129 | 79 443 CHF | 43 609 CHF | 99,36% | 99,36% |
25/09/2024 | 9,44% | 0,09 CHF | 0,10 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 101 166 CHF | 44 466 CHF | 99,30% | 99,30% |
24/09/2024 | 10,12% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 94 082 CHF | 41 633 CHF | 87,57% | 87,57% |
23/09/2024 | 9,35% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 102 115 CHF | 44 846 CHF | 91,46% | 91,46% |
20/09/2024 | 8,23% | 0,10 CHF | 0,11 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 116 875 CHF | 50 750 CHF | 96,38% | 96,38% |
19/09/2024 | 7,34% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 131 307 CHF | 56 523 CHF | 99,59% | 99,59% |
18/09/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 487 CHF | 56 995 CHF | 94,91% | 94,91% |
12/09/2024 | 7,50% | 0,11 CHF | 0,12 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 654 | 129 235 CHF | 55 766 CHF | 99,58% | 99,58% |
11/09/2024 | 7,28% | 0,13 CHF | 0,14 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 132 701 CHF | 57 080 CHF | 93,02% | 93,02% |
10/09/2024 | 7,65% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 125 872 CHF | 54 349 CHF | 99,63% | 99,63% |