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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 40.51% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,745,740 | 1,745,740 | 34,915 CHF | 52,424 CHF | 99.92% | 99.92% |
16/10/2024 | 49.64% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,982,580 | 1,982,580 | 31,056 CHF | 50,930 CHF | 99.86% | 99.86% |
15/10/2024 | 50.32% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,902,570 | 1,902,570 | 28,840 CHF | 47,911 CHF | 99.37% | 99.37% |
14/10/2024 | 50.54% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,002,380 | 2,002,380 | 30,036 CHF | 50,109 CHF | 96.22% | 96.22% |
11/10/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,114,010 | 2,114,010 | 31,710 CHF | 52,904 CHF | 100.00% | 100.00% |
10/10/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,032,320 | 2,032,320 | 30,485 CHF | 50,859 CHF | 100.00% | 100.00% |
09/10/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,172,480 | 2,172,480 | 32,587 CHF | 54,368 CHF | 99.90% | 99.90% |
08/10/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,182,660 | 2,182,660 | 32,740 CHF | 54,623 CHF | 100.00% | 100.00% |
07/10/2024 | 42.88% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,822,370 | 1,822,370 | 33,231 CHF | 51,497 CHF | 100.00% | 100.00% |
04/10/2024 | 50.18% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,976,240 | 1,976,240 | 30,153 CHF | 49,963 CHF | 99.90% | 99.90% |