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 | 6,11% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 158 786 CHF | 84 393 CHF | 98,77% | 98,77% |
25/09/2024 | 4,93% | 0,19 CHF | 0,20 CHF | 1 000 000 | 500 000 | 1 000 000 | 444 483 | 198 138 CHF | 92 299 CHF | 98,33% | 98,33% |
24/09/2024 | 5,32% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 497 353 | 183 494 CHF | 96 191 CHF | 99,05% | 99,05% |
23/09/2024 | 4,79% | 0,21 CHF | 0,22 CHF | 1 000 000 | 400 000 | 1 000 000 | 411 602 | 203 816 CHF | 87 963 CHF | 98,34% | 98,34% |
20/09/2024 | 5,05% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 482 573 | 193 316 CHF | 97 842 CHF | 97,82% | 97,82% |
19/09/2024 | 6,77% | 0,15 CHF | 0,16 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 142 947 CHF | 76 474 CHF | 99,12% | 99,12% |
18/09/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 175 929 CHF | 92 964 CHF | 98,84% | 98,84% |
12/09/2024 | 5,02% | 0,20 CHF | 0,21 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 194 590 CHF | 102 295 CHF | 98,74% | 98,74% |
11/09/2024 | 4,41% | 0,22 CHF | 0,23 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 221 842 CHF | 92 737 CHF | 99,18% | 99,18% |
10/09/2024 | 4,48% | 0,24 CHF | 0,25 CHF | 1 000 000 | 400 000 | 1 000 000 | 433 242 | 218 494 CHF | 98 699 CHF | 98,74% | 98,74% |