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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,320 | 250,000 | 994 CHF | 2,500 CHF | 96.61% | 96.61% |
28/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,658 | 250,000 | 993 CHF | 2,500 CHF | 98.93% | 98.93% |
27/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,728 | 250,000 | 993 CHF | 2,500 CHF | 98.98% | 98.98% |
26/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 98.82% | 98.82% |
23/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 986,706 | 250,000 | 987 CHF | 2,500 CHF | 98.99% | 98.99% |
22/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 988,724 | 250,000 | 989 CHF | 2,500 CHF | 98.75% | 98.75% |
21/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 996,516 | 250,000 | 997 CHF | 2,500 CHF | 99.01% | 99.01% |
20/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 997,757 | 250,000 | 998 CHF | 2,500 CHF | 98.81% | 98.81% |
19/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 978,785 | 250,000 | 979 CHF | 2,500 CHF | 90.02% | 90.02% |
16/08/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 995,731 | 250,000 | 996 CHF | 2,500 CHF | 97.82% | 97.82% |