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 | 994,567 | 250,000 | 4,973 CHF | 3,750 CHF | 96.61% | 96.61% |
28/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,798 | 250,000 | 4,964 CHF | 3,750 CHF | 99.03% | 99.03% |
27/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,798 | 250,000 | 4,929 CHF | 3,750 CHF | 98.90% | 98.90% |
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 | 98.92% | 98.92% |
23/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,115 | 250,000 | 4,936 CHF | 3,750 CHF | 98.98% | 98.98% |
22/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,644 | 250,000 | 4,943 CHF | 3,750 CHF | 98.76% | 98.76% |
21/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,617 | 250,000 | 4,983 CHF | 3,750 CHF | 99.06% | 99.06% |
20/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,883 | 250,000 | 4,989 CHF | 3,750 CHF | 98.81% | 98.81% |
19/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,062 | 250,000 | 4,960 CHF | 3,750 CHF | 96.12% | 96.12% |
16/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,899 | 250,000 | 4,979 CHF | 3,750 CHF | 97.81% | 97.81% |