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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 25.23% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,262 CHF | 22,631 CHF | 99.33% | 99.33% |
28/08/2024 | 22.58% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,438 CHF | 24,719 CHF | 99.33% | 99.33% |
27/08/2024 | 19.38% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,027 CHF | 28,513 CHF | 99.41% | 99.41% |
26/08/2024 | 22.65% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,392 CHF | 24,696 CHF | 99.35% | 99.35% |
23/08/2024 | 27.61% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,515 CHF | 20,757 CHF | 98.93% | 98.93% |
22/08/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 98.70% | 98.70% |
21/08/2024 | 28.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,694 CHF | 20,347 CHF | 99.31% | 99.31% |
20/08/2024 | 19.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,976 CHF | 28,988 CHF | 99.57% | 99.57% |
19/08/2024 | 17.68% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,789 CHF | 30,895 CHF | 99.31% | 99.31% |
16/08/2024 | 17.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,200 CHF | 32,100 CHF | 99.62% | 99.62% |