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 | 5,34% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 182 891 CHF | 96 446 CHF | 99,06% | 99,06% |
25/09/2024 | 6,65% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 145 575 CHF | 77 787 CHF | 99,09% | 99,09% |
24/09/2024 | 6,12% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 158 739 CHF | 84 369 CHF | 98,24% | 98,24% |
23/09/2024 | 6,91% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 139 783 CHF | 74 892 CHF | 98,31% | 98,31% |
20/09/2024 | 6,49% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 149 179 CHF | 79 590 CHF | 97,81% | 97,81% |
19/09/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 197 437 CHF | 103 719 CHF | 98,73% | 98,73% |
18/09/2024 | 5,88% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 165 351 CHF | 87 676 CHF | 98,89% | 98,89% |
12/09/2024 | 5,90% | 0,16 CHF | 0,17 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 164 576 CHF | 87 288 CHF | 98,68% | 98,68% |
11/09/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 139 136 CHF | 74 568 CHF | 98,69% | 98,69% |
10/09/2024 | 6,83% | 0,13 CHF | 0,14 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 141 731 CHF | 75 865 CHF | 99,07% | 99,07% |