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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.37% | 99.37% |
28/08/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.34% | 99.34% |
27/08/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.38% | 99.38% |
26/08/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.34% | 99.34% |
23/08/2024 | 88.14% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,536 CHF | 8,268 CHF | 99.35% | 99.35% |
22/08/2024 | 73.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,588 CHF | 9,294 CHF | 99.56% | 99.56% |
21/08/2024 | 80.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,466 CHF | 8,733 CHF | 99.24% | 99.24% |
20/08/2024 | 153.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,687 CHF | 5,844 CHF | 99.57% | 99.57% |
19/08/2024 | 144.04% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,981 CHF | 5,991 CHF | 99.38% | 99.38% |
16/08/2024 | 101.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,925 CHF | 7,462 CHF | 99.60% | 99.60% |