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 | 4,66% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 866 003 | 288 668 | 181 295 CHF | 63 318 CHF | 98,83% | 98,83% |
25/09/2024 | 3,71% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 198 603 CHF | 68 701 CHF | 98,14% | 98,14% |
24/09/2024 | 3,66% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 201 085 CHF | 69 528 CHF | 99,09% | 99,09% |
23/09/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 175 759 CHF | 61 086 CHF | 98,42% | 98,42% |
20/09/2024 | 3,40% | 0,29 CHF | 0,30 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 216 876 CHF | 74 792 CHF | 98,49% | 98,49% |
19/09/2024 | 3,27% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 225 663 CHF | 77 721 CHF | 98,71% | 98,71% |
18/09/2024 | 4,32% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 828 094 | 276 031 | 189 067 CHF | 65 783 CHF | 97,31% | 97,31% |
12/09/2024 | 6,06% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 160 370 CHF | 68 148 CHF | 98,42% | 98,42% |
11/09/2024 | 6,32% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 153 458 CHF | 65 383 CHF | 98,70% | 98,70% |
10/09/2024 | 6,01% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 982 444 | 382 444 | 158 950 CHF | 65 519 CHF | 98,31% | 98,31% |