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 | 28.71% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,600 | 2,987,600 | 89,181 CHF | 119,057 CHF | 99.42% | 99.42% |
24/09/2024 | 30.66% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,580 | 2,987,580 | 83,043 CHF | 112,919 CHF | 99.47% | 99.47% |
23/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
20/09/2024 | 29.05% | 0.03 CHF | 0.04 CHF | 2,489,300 | 2,489,300 | 2,459,030 | 2,459,030 | 72,708 CHF | 97,298 CHF | 100.00% | 100.00% |
19/09/2024 | 22.47% | 0.04 CHF | 0.05 CHF | 2,251,500 | 2,251,500 | 2,242,000 | 2,242,000 | 88,688 CHF | 111,108 CHF | 97.77% | 97.77% |
18/09/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2,285,200 | 2,285,200 | 2,275,780 | 2,275,780 | 91,031 CHF | 113,789 CHF | 100.00% | 100.00% |
12/09/2024 | 20.02% | 0.05 CHF | 0.06 CHF | 2,466,500 | 2,466,500 | 2,454,660 | 2,454,660 | 110,453 CHF | 135,016 CHF | 100.00% | 100.00% |
11/09/2024 | 24.11% | 0.04 CHF | 0.05 CHF | 2,517,200 | 2,517,200 | 2,552,360 | 2,552,360 | 93,382 CHF | 118,906 CHF | 100.00% | 100.00% |
10/09/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 2,569,100 | 2,569,100 | 2,564,750 | 2,564,750 | 100,692 CHF | 126,340 CHF | 100.00% | 100.00% |
09/09/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2,947,500 | 2,947,500 | 2,924,750 | 2,924,750 | 102,366 CHF | 131,614 CHF | 100.00% | 100.00% |