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 | 6,54% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 148 370 CHF | 63 348 CHF | 98,63% | 98,63% |
25/09/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 173 278 CHF | 60 759 CHF | 98,94% | 98,94% |
24/09/2024 | 4,99% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 175 930 CHF | 61 643 CHF | 99,10% | 99,10% |
23/09/2024 | 5,84% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 937 627 | 337 627 | 155 965 CHF | 59 380 CHF | 99,09% | 99,09% |
20/09/2024 | 4,66% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 188 815 CHF | 65 938 CHF | 98,52% | 98,52% |
19/09/2024 | 4,44% | 0,23 CHF | 0,24 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 198 189 CHF | 69 063 CHF | 99,14% | 99,14% |
18/09/2024 | 6,04% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 952 642 | 352 642 | 156 070 CHF | 60 425 CHF | 97,26% | 97,26% |
12/09/2024 | 8,54% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 463 522 | 112 467 CHF | 56 497 CHF | 97,99% | 97,99% |
11/09/2024 | 8,96% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 106 836 CHF | 58 418 CHF | 98,70% | 98,70% |
10/09/2024 | 8,54% | 0,10 CHF | 0,11 CHF | 1 000 000 | 500 000 | 1 000 000 | 454 310 | 112 697 CHF | 55 376 CHF | 98,66% | 98,66% |