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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 100.00% | 100.00% |
19/09/2024 | 43.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 496,066 | 19,843 CHF | 14,763 CHF | 99.62% | 99.62% |
18/09/2024 | 11.20% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 809,573 | 287,901 | 71,285 CHF | 27,565 CHF | 99.33% | 99.33% |
12/09/2024 | 165.70% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,041 CHF | 5,521 CHF | 99.22% | 99.22% |
11/09/2024 | 164.79% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,079 CHF | 5,539 CHF | 99.41% | 99.41% |
10/09/2024 | 162.24% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,213 CHF | 5,607 CHF | 99.43% | 99.43% |
09/09/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.56% | 99.56% |
06/09/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.38% | 99.38% |
05/09/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.30% | 99.30% |