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 | 55,84% | 0,01 CHF | 0,02 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 7 777 CHF | 13 777 CHF | 100,00% | 100,00% |
25/09/2024 | 52,03% | 0,01 CHF | 0,02 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 8 544 CHF | 14 544 CHF | 100,00% | 100,00% |
24/09/2024 | 52,15% | 0,02 CHF | 0,03 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 8 527 CHF | 14 527 CHF | 100,00% | 100,00% |
23/09/2024 | 47,41% | 0,02 CHF | 0,03 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 9 688 CHF | 15 688 CHF | 100,00% | 100,00% |
20/09/2024 | 48,92% | 0,01 CHF | 0,02 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 9 299 CHF | 15 299 CHF | 100,00% | 100,00% |
19/09/2024 | 34,92% | 0,02 CHF | 0,03 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 14 233 CHF | 20 233 CHF | 98,33% | 98,33% |
18/09/2024 | 21,24% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 25 251 CHF | 31 251 CHF | 100,00% | 100,00% |
12/09/2024 | 23,18% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 597 740 | 597 740 | 22 980 CHF | 28 980 CHF | 100,00% | 100,00% |
11/09/2024 | 19,58% | 0,05 CHF | 0,06 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 27 716 CHF | 33 716 CHF | 100,00% | 100,00% |
10/09/2024 | 24,94% | 0,04 CHF | 0,05 CHF | 600 000 | 600 000 | 600 000 | 600 000 | 21 095 CHF | 27 095 CHF | 100,00% | 100,00% |