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 | 994,428 | 250,000 | 4,972 CHF | 3,750 CHF | 96.62% | 96.62% |
28/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,727 | 250,000 | 4,964 CHF | 3,750 CHF | 99.05% | 99.05% |
27/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,787 | 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 | 98.83% | 98.83% |
23/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,644 | 250,000 | 4,968 CHF | 3,750 CHF | 99.03% | 99.03% |
22/08/2024 | 96.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,667 | 250,000 | 5,460 CHF | 3,879 CHF | 98.75% | 98.75% |
21/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,580 | 250,000 | 4,983 CHF | 3,750 CHF | 99.00% | 99.00% |
20/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,823 | 250,000 | 4,989 CHF | 3,750 CHF | 98.85% | 98.85% |
19/08/2024 | 69.05% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,057 | 250,000 | 9,563 CHF | 4,911 CHF | 96.13% | 96.13% |
16/08/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,807 | 250,000 | 4,979 CHF | 3,750 CHF | 97.81% | 97.81% |