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 | 27.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,742 CHF | 10,435 CHF | 99.21% | 99.21% |
24/09/2024 | 29.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 28,639 CHF | 9,660 CHF | 99.66% | 99.66% |
23/09/2024 | 40.24% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,882 CHF | 7,471 CHF | 99.19% | 99.19% |
20/09/2024 | 39.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,947 | 250,000 | 19,920 CHF | 7,510 CHF | 98.25% | 98.25% |
19/09/2024 | 32.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,490 CHF | 8,873 CHF | 100.00% | 100.00% |
18/09/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.84% | 99.84% |
12/09/2024 | 34.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,142 CHF | 8,536 CHF | 99.59% | 99.59% |
11/09/2024 | 39.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,404 CHF | 7,601 CHF | 99.82% | 99.82% |
10/09/2024 | 39.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,648 CHF | 7,662 CHF | 99.13% | 99.13% |
09/09/2024 | 33.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,771 | 250,000 | 24,353 CHF | 8,627 CHF | 99.48% | 99.48% |