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 | 51.69% | 0.02 CHF | 0.03 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 3,202 CHF | 1,815 CHF | 89.78% | 89.78% |
24/09/2024 | 36.47% | 0.02 CHF | 0.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 4,242 CHF | 2,032 CHF | 99.66% | 99.66% |
23/09/2024 | 28.67% | 0.03 CHF | 0.04 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 4,500 CHF | 2,002 CHF | 95.81% | 95.81% |
20/09/2024 | 38.39% | 0.03 CHF | 0.05 CHF | 150,000 | 25,000 | 482,976 | 49,904 | 16,482 CHF | 2,495 CHF | 54.25% | 89.67% |
19/09/2024 | 22.78% | 0.05 CHF | 0.06 CHF | 433,156 | 50,000 | 410,605 | 50,000 | 19,704 CHF | 3,015 CHF | 99.34% | 99.34% |
18/09/2024 | 30.20% | 0.05 CHF | 0.06 CHF | 431,997 | 50,000 | 439,037 | 50,000 | 19,003 CHF | 2,933 CHF | 96.44% | 96.44% |
12/09/2024 | 14.83% | 0.09 CHF | 0.11 CHF | 290,168 | 50,000 | 271,297 | 50,000 | 26,460 CHF | 5,668 CHF | 97.85% | 97.85% |
11/09/2024 | 17.55% | 0.09 CHF | 0.11 CHF | 287,948 | 50,000 | 316,648 | 50,000 | 24,809 CHF | 4,675 CHF | 99.03% | 99.03% |
10/09/2024 | 14.95% | 0.08 CHF | 0.09 CHF | 326,596 | 50,000 | 294,902 | 50,000 | 25,639 CHF | 5,065 CHF | 100.00% | 100.00% |
09/09/2024 | 15.96% | 0.09 CHF | 0.11 CHF | 286,124 | 50,000 | 306,499 | 50,000 | 25,899 CHF | 4,974 CHF | 99.99% | 99.99% |