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 | 40.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,886 CHF | 14,943 CHF | 94.52% | 94.52% |
24/09/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 96.59% | 96.59% |
23/09/2024 | 41.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,602 CHF | 14,801 CHF | 97.88% | 97.88% |
20/09/2024 | 65.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,282 CHF | 10,141 CHF | 98.51% | 98.51% |
19/09/2024 | 43.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,567 CHF | 14,284 CHF | 99.06% | 99.06% |
18/09/2024 | 31.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,624 CHF | 18,812 CHF | 97.01% | 97.01% |
12/09/2024 | 26.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,963 CHF | 21,982 CHF | 97.36% | 97.36% |
11/09/2024 | 24.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,130 CHF | 23,065 CHF | 98.45% | 98.45% |
10/09/2024 | 21.32% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 42,226 CHF | 26,113 CHF | 98.98% | 98.98% |
09/09/2024 | 27.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,180 CHF | 21,090 CHF | 97.38% | 97.38% |