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 | 29,53% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 43 648 CHF | 3 910 CHF | 98,58% | 98,58% |
25/09/2024 | 40,48% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 29 652 CHF | 2 977 CHF | 99,27% | 99,27% |
24/09/2024 | 38,34% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 31 781 CHF | 3 119 CHF | 99,17% | 99,17% |
23/09/2024 | 36,23% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 34 091 CHF | 3 273 CHF | 99,27% | 99,27% |
20/09/2024 | 30,30% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 42 885 CHF | 3 859 CHF | 99,27% | 99,27% |
19/09/2024 | 28,80% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 44 942 CHF | 3 996 CHF | 99,26% | 99,26% |
18/09/2024 | 39,52% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 30 515 CHF | 3 034 CHF | 99,27% | 99,27% |
12/09/2024 | 31,19% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 40 685 CHF | 3 712 CHF | 99,27% | 99,27% |
11/09/2024 | 29,00% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 44 450 CHF | 3 963 CHF | 99,26% | 99,26% |
10/09/2024 | 34,08% | 0,02 CHF | 0,03 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 36 624 CHF | 3 442 CHF | 99,16% | 99,16% |