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 | 18,04% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 50 517 CHF | 30 259 CHF | 99,59% | 99,59% |
25/09/2024 | 17,57% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 52 184 CHF | 31 092 CHF | 98,50% | 98,50% |
24/09/2024 | 15,40% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 59 945 CHF | 34 972 CHF | 99,58% | 99,58% |
23/09/2024 | 13,88% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 67 333 CHF | 38 666 CHF | 98,16% | 98,16% |
20/09/2024 | 13,32% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 70 109 CHF | 40 054 CHF | 98,98% | 98,98% |
19/09/2024 | 10,89% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 87 251 CHF | 48 626 CHF | 99,50% | 99,50% |
18/09/2024 | 10,87% | 0,09 CHF | 0,10 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 87 247 CHF | 48 624 CHF | 99,58% | 99,58% |
12/09/2024 | 13,54% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 68 982 CHF | 39 491 CHF | 99,59% | 99,59% |
11/09/2024 | 13,01% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 72 081 CHF | 41 041 CHF | 99,56% | 99,56% |
10/09/2024 | 12,84% | 0,07 CHF | 0,08 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 73 220 CHF | 41 610 CHF | 99,62% | 99,62% |