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 | 10,27% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 92 717 CHF | 51 359 CHF | 98,83% | 98,83% |
25/09/2024 | 13,23% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 689 CHF | 40 344 CHF | 99,13% | 99,13% |
24/09/2024 | 12,01% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 78 507 CHF | 44 253 CHF | 99,09% | 99,09% |
23/09/2024 | 13,55% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 934 CHF | 39 467 CHF | 99,13% | 99,13% |
20/09/2024 | 12,66% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 74 296 CHF | 42 148 CHF | 97,85% | 97,85% |
19/09/2024 | 9,23% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 103 517 CHF | 56 759 CHF | 98,74% | 98,74% |
18/09/2024 | 11,16% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 84 914 CHF | 47 457 CHF | 98,83% | 98,83% |
12/09/2024 | 11,15% | 0,08 CHF | 0,09 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 84 978 CHF | 47 489 CHF | 98,73% | 98,73% |
11/09/2024 | 13,34% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 69 981 CHF | 39 991 CHF | 98,71% | 98,71% |
10/09/2024 | 13,66% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 496 CHF | 39 248 CHF | 98,74% | 98,74% |