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 | 8,51% | 0,12 CHF | 0,13 CHF | 1 000 000 | 400 000 | 1 000 000 | 479 093 | 112 822 CHF | 58 631 CHF | 98,17% | 98,17% |
25/09/2024 | 8,69% | 0,11 CHF | 0,12 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 201 CHF | 60 100 CHF | 90,29% | 90,29% |
24/09/2024 | 7,98% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 480 794 | 120 334 CHF | 62 637 CHF | 95,69% | 95,69% |
23/09/2024 | 7,53% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 417 709 | 127 909 CHF | 57 466 CHF | 99,55% | 99,55% |
20/09/2024 | 6,50% | 0,14 CHF | 0,15 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 149 011 CHF | 63 604 CHF | 88,71% | 88,71% |
19/09/2024 | 6,22% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 156 036 CHF | 66 415 CHF | 98,84% | 98,84% |
18/09/2024 | 5,17% | 0,18 CHF | 0,19 CHF | 1 000 000 | 400 000 | 937 046 | 337 046 | 176 506 CHF | 66 779 CHF | 98,93% | 98,93% |
12/09/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 242 082 CHF | 83 194 CHF | 98,28% | 98,28% |
11/09/2024 | 2,87% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 718 655 | 239 552 | 246 399 CHF | 84 529 CHF | 99,57% | 99,57% |
10/09/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 743 189 | 247 730 | 253 539 CHF | 86 990 CHF | 97,91% | 97,91% |