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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/09/2024 | 4,08% | 0,22 CHF | 0,23 CHF | 1 000 000 | 600 000 | 1 000 000 | 600 000 | 241 435 CHF | 150 861 CHF | 99,17% | 99,17% |
12/09/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 1 000 000 | 600 000 | 1 000 000 | 600 000 | 332 779 CHF | 205 667 CHF | 99,08% | 99,08% |
11/09/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 1 000 000 | 600 000 | 999 988 | 600 000 | 328 881 CHF | 203 331 CHF | 99,16% | 99,16% |
10/09/2024 | 2,66% | 0,35 CHF | 0,36 CHF | 1 000 000 | 600 000 | 1 000 000 | 600 000 | 372 583 CHF | 229 550 CHF | 99,38% | 99,38% |
09/09/2024 | 2,71% | 0,35 CHF | 0,36 CHF | 1 000 000 | 600 000 | 1 000 000 | 600 000 | 366 137 CHF | 225 682 CHF | 99,16% | 99,16% |
06/09/2024 | 2,49% | 0,35 CHF | 0,36 CHF | 1 000 000 | 600 000 | 1 000 000 | 598 345 | 398 712 CHF | 244 454 CHF | 99,15% | 99,15% |
05/09/2024 | 1,99% | 0,45 CHF | 0,46 CHF | 1 000 000 | 600 000 | 1 000 000 | 524 270 | 499 518 CHF | 266 303 CHF | 99,15% | 99,16% |
04/09/2024 | 1,60% | 0,58 CHF | 0,59 CHF | 1 000 000 | 500 000 | 1 000 000 | 499 983 | 620 378 CHF | 315 179 CHF | 99,15% | 99,15% |
03/09/2024 | 1,22% | 0,77 CHF | 0,78 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 817 312 CHF | 330 925 CHF | 99,17% | 99,17% |
30/08/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 961 299 CHF | 388 520 CHF | 98,61% | 98,61% |