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 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 9.48% | 9.48% |
24/09/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 100.00% | 100.00% |
23/09/2024 | 44.13% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,656 CHF | 1,500 CHF | 100.00% | 100.00% |
20/09/2024 | 57.31% | 0.01 CHF | 0.03 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 9,593 CHF | 866 CHF | 90.17% | 90.17% |
19/09/2024 | 41.76% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,154 CHF | 99.39% | 99.39% |
18/09/2024 | 38.43% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 13,910 CHF | 1,018 CHF | 96.59% | 96.59% |
12/09/2024 | 26.03% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 24,401 CHF | 1,586 CHF | 97.95% | 97.95% |
11/09/2024 | 44.09% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,064 CHF | 1,250 CHF | 98.75% | 98.75% |
10/09/2024 | 31.96% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,000 CHF | 1,387 CHF | 100.00% | 100.00% |
09/09/2024 | 37.59% | 0.04 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,447 CHF | 1,493 CHF | 100.00% | 100.00% |