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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.09.2024 | 35.54% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 23'347 CHF | 8'337 CHF | 98.73% | 98.73% |
24.09.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 7'500 CHF | 99.04% | 99.04% |
23.09.2024 | 49.74% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'132 CHF | 6'283 CHF | 98.59% | 98.59% |
20.09.2024 | 40.27% | 0.02 CHF | 0.03 CHF | 1'000'000 | 250'000 | 994'129 | 250'000 | 19'748 CHF | 7'466 CHF | 97.61% | 97.61% |
19.09.2024 | 28.38% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'586 | 250'000 | 30'145 CHF | 10'077 CHF | 99.39% | 99.39% |
18.09.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 994'572 | 250'000 | 29'844 CHF | 10'002 CHF | 99.23% | 99.23% |
12.09.2024 | 26.03% | 0.03 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 33'561 CHF | 10'890 CHF | 99.04% | 99.04% |
11.09.2024 | 24.57% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 995'266 | 250'000 | 35'619 CHF | 11'446 CHF | 99.18% | 99.18% |
10.09.2024 | 21.80% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 996'095 | 250'000 | 40'809 CHF | 12'741 CHF | 98.54% | 98.54% |
09.09.2024 | 21.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 989'782 | 250'000 | 40'567 CHF | 12'750 CHF | 98.80% | 98.80% |