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 | 157.68% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96 CHF | 800 CHF | 99.51% | 99.51% |
24/09/2024 | 163.14% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 81 CHF | 800 CHF | 99.49% | 99.49% |
23/09/2024 | 158.73% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93 CHF | 800 CHF | 92.57% | 100.00% |
20/09/2024 | 115.49% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,978 | 39,978 | 217 CHF | 800 CHF | 100.00% | 100.00% |
19/09/2024 | 107.37% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,942 | 39,942 | 242 CHF | 799 CHF | 97.78% | 97.78% |
18/09/2024 | 137.42% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 39,969 | 39,969 | 149 CHF | 800 CHF | 100.00% | 100.00% |
12/09/2024 | 127.89% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 39,744 | 39,744 | 179 CHF | 799 CHF | 100.00% | 100.00% |
11/09/2024 | 111.15% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,965 | 39,965 | 229 CHF | 800 CHF | 100.00% | 100.00% |
10/09/2024 | 116.34% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,975 | 39,975 | 213 CHF | 800 CHF | 100.00% | 100.00% |
09/09/2024 | 133.04% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 39,957 | 39,957 | 161 CHF | 800 CHF | 100.00% | 100.00% |