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 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 98.59% | 98.59% |
24/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,493 | 250,000 | 24,812 CHF | 8,750 CHF | 99.05% | 99.05% |
23/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 98.59% | 98.59% |
20/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,121 | 250,000 | 24,803 CHF | 8,750 CHF | 97.60% | 97.60% |
19/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,729 | 250,000 | 24,893 CHF | 8,750 CHF | 99.39% | 99.39% |
18/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,557 | 250,000 | 24,889 CHF | 8,750 CHF | 99.24% | 99.24% |
12/09/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,061 | 250,000 | 24,827 CHF | 8,750 CHF | 99.03% | 99.03% |
11/09/2024 | 33.73% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 996,277 | 250,000 | 24,627 CHF | 8,675 CHF | 99.19% | 99.19% |
10/09/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 98.56% | 98.56% |
09/09/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 98.86% | 98.86% |