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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,441 | 250,000 | 4,972 CHF | 3,750 CHF | 96.61% | 96.61% |
28/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,710 | 250,000 | 4,964 CHF | 3,750 CHF | 98.93% | 98.93% |
27/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,782 | 250,000 | 4,964 CHF | 3,750 CHF | 98.98% | 98.98% |
26/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.91% | 98.91% |
23/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,358 | 250,000 | 4,932 CHF | 3,750 CHF | 99.01% | 99.01% |
22/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,520 | 250,000 | 4,943 CHF | 3,750 CHF | 98.79% | 98.79% |
21/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,548 | 250,000 | 4,983 CHF | 3,750 CHF | 99.04% | 99.04% |
20/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,810 | 250,000 | 4,989 CHF | 3,750 CHF | 98.79% | 98.79% |
19/08/2024 | 92.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,874 | 250,000 | 6,046 CHF | 4,022 CHF | 96.10% | 96.10% |
16/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,799 | 250,000 | 4,979 CHF | 3,750 CHF | 97.86% | 97.86% |