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 | 22.15% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,155 CHF | 12,539 CHF | 99.23% | 99.23% |
24/09/2024 | 19.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 289,192 | 45,708 CHF | 16,246 CHF | 99.65% | 99.65% |
23/09/2024 | 23.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 255,596 | 38,391 CHF | 12,377 CHF | 99.22% | 99.22% |
20/09/2024 | 18.11% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 992,131 | 489,380 | 49,867 CHF | 29,523 CHF | 98.25% | 98.25% |
19/09/2024 | 17.05% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 941,231 | 480,410 | 50,515 CHF | 30,596 CHF | 100.00% | 100.00% |
18/09/2024 | 18.24% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 494,790 | 49,838 CHF | 29,631 CHF | 99.86% | 99.86% |
12/09/2024 | 18.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 400,806 | 47,889 CHF | 23,491 CHF | 99.59% | 99.59% |
11/09/2024 | 20.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 997,394 | 270,899 | 44,390 CHF | 14,891 CHF | 99.81% | 99.81% |
10/09/2024 | 20.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,197 CHF | 13,549 CHF | 99.15% | 99.15% |
09/09/2024 | 19.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 995,956 | 363,432 | 47,148 CHF | 21,103 CHF | 99.46% | 99.46% |