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 | 5.97% | 0.14 CHF | 0.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 73,782 CHF | 26,094 CHF | 100.00% | 100.00% |
19/09/2024 | 5.26% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 463,416 | 154,472 | 87,564 CHF | 30,733 CHF | 99.58% | 99.58% |
18/09/2024 | 8.89% | 0.10 CHF | 0.11 CHF | 600,000 | 200,000 | 601,071 | 200,357 | 64,935 CHF | 23,649 CHF | 99.60% | 99.60% |
12/09/2024 | 5.97% | 0.15 CHF | 0.16 CHF | 600,000 | 200,000 | 603,940 | 201,313 | 98,327 CHF | 34,789 CHF | 99.59% | 99.59% |
11/09/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 911,413 | 311,582 | 73,001 CHF | 27,978 CHF | 99.60% | 99.60% |
10/09/2024 | 16.89% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 418,089 | 55,274 CHF | 27,096 CHF | 99.61% | 99.61% |
09/09/2024 | 10.48% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 921,388 | 325,312 | 85,657 CHF | 33,010 CHF | 99.58% | 99.58% |
06/09/2024 | 7.06% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 786,300 | 267,794 | 109,247 CHF | 39,584 CHF | 99.62% | 99.62% |
05/09/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,745 | 200,248 | 114,476 CHF | 40,161 CHF | 99.58% | 99.58% |