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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 42.40% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,628 CHF | 14,314 CHF | 99.31% | 99.31% |
24/09/2024 | 47.48% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,162 CHF | 13,081 CHF | 87.58% | 87.58% |
23/09/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 91.41% | 91.41% |
20/09/2024 | 31.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,748 CHF | 18,874 CHF | 96.33% | 96.33% |
19/09/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.66% | 99.66% |
18/09/2024 | 28.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,153 CHF | 20,076 CHF | 94.92% | 94.92% |
12/09/2024 | 23.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,682 CHF | 23,841 CHF | 99.58% | 99.58% |
11/09/2024 | 24.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,099 CHF | 23,550 CHF | 93.02% | 93.02% |
10/09/2024 | 27.40% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,851 CHF | 20,925 CHF | 99.61% | 99.61% |
09/09/2024 | 37.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,901 CHF | 15,951 CHF | 96.67% | 96.67% |