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 | 13.66% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 743,071 | 382,940 | 50,703 CHF | 29,969 CHF | 98.74% | 98.74% |
24/09/2024 | 16.66% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 918,551 | 472,850 | 50,536 CHF | 30,743 CHF | 99.06% | 99.06% |
23/09/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 991,846 | 436,583 | 48,805 CHF | 26,076 CHF | 98.60% | 98.60% |
20/09/2024 | 18.34% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,445 | 478,830 | 49,196 CHF | 28,592 CHF | 97.63% | 97.63% |
19/09/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 996,285 | 497,344 | 49,814 CHF | 29,841 CHF | 99.38% | 99.38% |
18/09/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 996,016 | 250,000 | 44,821 CHF | 13,750 CHF | 99.24% | 99.24% |
12/09/2024 | 23.52% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,346 | 250,000 | 37,400 CHF | 11,917 CHF | 99.04% | 99.04% |
11/09/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,707 | 250,000 | 34,885 CHF | 11,250 CHF | 99.21% | 99.21% |
10/09/2024 | 25.35% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 34,677 CHF | 11,169 CHF | 98.56% | 98.56% |
09/09/2024 | 23.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,971 | 250,000 | 37,963 CHF | 12,031 CHF | 99.08% | 99.08% |