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 | 9.30% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 471,581 | 102,644 CHF | 52,931 CHF | 99.41% | 99.41% |
28/08/2024 | 9.02% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 409,003 | 106,135 CHF | 47,444 CHF | 99.34% | 99.34% |
27/08/2024 | 7.94% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 121,106 CHF | 52,442 CHF | 99.40% | 99.40% |
26/08/2024 | 8.91% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 434,597 | 107,680 CHF | 50,878 CHF | 99.40% | 99.40% |
23/08/2024 | 9.62% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,033 CHF | 54,517 CHF | 99.33% | 99.33% |
22/08/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,955 CHF | 49,977 CHF | 99.48% | 99.48% |
21/08/2024 | 9.68% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,432 CHF | 54,216 CHF | 99.34% | 99.34% |
20/08/2024 | 7.79% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 404,107 | 124,097 CHF | 54,090 CHF | 99.58% | 99.58% |
19/08/2024 | 7.33% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 131,806 CHF | 56,722 CHF | 99.31% | 99.31% |
16/08/2024 | 7.15% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 134,981 CHF | 57,992 CHF | 99.63% | 99.63% |