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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20.09.2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'049 | 10'000 CHF | 9'981 CHF | 98.58% | 98.58% |
19.09.2024 | 11.85% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 752'574 | 250'858 | 60'819 CHF | 22'781 CHF | 98.72% | 98.72% |
18.09.2024 | 26.37% | 0.04 CHF | 0.05 CHF | 1'000'000 | 400'000 | 1'000'000 | 440'161 | 34'725 CHF | 19'365 CHF | 98.71% | 98.71% |
12.09.2024 | 22.43% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 499'877 | 40'781 CHF | 25'383 CHF | 99.16% | 99.16% |
11.09.2024 | 43.12% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 18'830 CHF | 14'415 CHF | 99.14% | 99.14% |
10.09.2024 | 34.90% | 0.02 CHF | 0.03 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 25'199 CHF | 17'600 CHF | 99.07% | 99.07% |
09.09.2024 | 22.06% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'064 CHF | 25'532 CHF | 99.09% | 99.09% |
06.09.2024 | 15.73% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 481'105 | 59'667 CHF | 33'328 CHF | 98.99% | 98.99% |
05.09.2024 | 12.80% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 73'523 CHF | 33'409 CHF | 98.91% | 98.91% |