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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 287,019 | 250,000 | 4,305 CHF | 6,250 CHF | 94.99% | 94.99% |
19/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.51% | 99.51% |
18/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
12/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
11/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
10/09/2024 | 44.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,619 CHF | 6,905 CHF | 99.77% | 99.77% |
09/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 980,410 | 250,000 | 14,706 CHF | 6,250 CHF | 99.60% | 99.60% |
06/09/2024 | 49.60% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 956,671 | 250,000 | 14,549 CHF | 6,300 CHF | 90.81% | 90.81% |
05/09/2024 | 42.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,788 CHF | 7,197 CHF | 99.83% | 99.83% |