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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/10/2024 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
24/10/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250 CHF | 500 CHF | 9.11% | 98.78% |
23/10/2024 | 73.52% | 0.01 CHF | 0.02 CHF | 25,000 | 25,000 | 233,367 | 35,967 | 2,724 CHF | 876 CHF | 90.20% | 90.20% |
22/10/2024 | 22.21% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,018 CHF | 2,502 CHF | 99.06% | 99.06% |
21/10/2024 | 21.62% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,749 CHF | 2,575 CHF | 99.90% | 99.90% |
18/10/2024 | 18.89% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,126 CHF | 2,913 CHF | 78.14% | 78.14% |
17/10/2024 | 23.42% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 19,055 CHF | 2,405 CHF | 81.94% | 81.94% |
16/10/2024 | 38.37% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,712 CHF | 1,571 CHF | 89.58% | 89.58% |
15/10/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 92.63% | 92.63% |
14/10/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,891 CHF | 1,989 CHF | 97.55% | 97.55% |