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 | 9.28% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,912 CHF | 45,165 CHF | 99.37% | 99.37% |
28/08/2024 | 8.76% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 109,190 CHF | 47,676 CHF | 99.44% | 99.44% |
27/08/2024 | 7.53% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 127,934 CHF | 55,174 CHF | 99.40% | 99.40% |
26/08/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,772 CHF | 47,509 CHF | 99.32% | 99.32% |
23/08/2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 411,430 | 98,161 CHF | 44,407 CHF | 99.37% | 99.37% |
22/08/2024 | 10.70% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,633 CHF | 49,317 CHF | 99.51% | 99.51% |
21/08/2024 | 9.66% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,214 | 98,624 CHF | 43,471 CHF | 99.23% | 99.23% |
20/08/2024 | 7.68% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 125,836 CHF | 54,335 CHF | 99.57% | 99.57% |
19/08/2024 | 7.22% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 991,875 | 391,875 | 132,660 CHF | 56,208 CHF | 99.27% | 99.27% |
16/08/2024 | 7.05% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 137,284 CHF | 58,914 CHF | 99.63% | 99.63% |