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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/10/2024 | 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% |
24/10/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 97.40% | 97.40% |
23/10/2024 | 48.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,663 CHF | 6,416 CHF | 99.55% | 99.55% |
22/10/2024 | 30.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 998,375 | 249,999 | 27,629 CHF | 9,419 CHF | 98.40% | 98.40% |
21/10/2024 | 32.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,523 CHF | 8,881 CHF | 99.02% | 99.02% |
18/10/2024 | 25.74% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,961 CHF | 10,990 CHF | 100.00% | 100.00% |
17/10/2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,882 CHF | 9,970 CHF | 99.76% | 99.76% |
16/10/2024 | 33.04% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 999,864 | 250,000 | 25,660 CHF | 8,916 CHF | 98.55% | 98.55% |
15/10/2024 | 28.45% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,523 CHF | 10,131 CHF | 100.00% | 100.00% |
14/10/2024 | 27.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,229 CHF | 10,307 CHF | 99.75% | 99.75% |