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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 367,514 | 367,514 | 735 CHF | 7,357 CHF | 100.00% | 100.00% |
24/09/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 380,000 | 380,000 | 370,466 | 370,466 | 741 CHF | 7,417 CHF | 100.00% | 100.00% |
23/09/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 392,531 | 392,531 | 785 CHF | 7,858 CHF | 99.54% | 100.00% |
20/09/2024 | - | 0.00 CHF | 0.02 CHF | 195,000 | 400,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/09/2024 | 163.89% | 0.00 CHF | 0.02 CHF | 370,000 | 370,000 | 362,691 | 362,691 | 725 CHF | 7,261 CHF | 95.26% | 98.09% |
18/09/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 380,000 | 380,000 | 376,151 | 376,151 | 752 CHF | 7,530 CHF | 99.18% | 99.18% |
12/09/2024 | 164.07% | 0.00 CHF | 0.02 CHF | 400,000 | 400,000 | 384,634 | 384,634 | 769 CHF | 7,738 CHF | 63.94% | 97.20% |
11/09/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 390,000 | 390,000 | 780 CHF | 7,800 CHF | 15.50% | 100.00% |
10/09/2024 | 164.07% | 0.00 CHF | 0.02 CHF | 195,000 | 400,000 | 384,942 | 384,942 | 770 CHF | 7,793 CHF | 46.89% | 99.02% |
09/09/2024 | 163.88% | 0.00 CHF | 0.02 CHF | 390,000 | 390,000 | 389,620 | 389,620 | 779 CHF | 7,800 CHF | 100.00% | 100.00% |