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 | 10.32% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 92,027 CHF | 51,014 CHF | 98.81% | 98.81% |
24/09/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 493,555 | 99,156 CHF | 53,869 CHF | 97.23% | 97.23% |
23/09/2024 | 9.28% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 456,177 | 102,962 CHF | 51,344 CHF | 97.75% | 97.75% |
20/09/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 495,130 | 100,116 CHF | 54,490 CHF | 99.20% | 99.20% |
19/09/2024 | 8.85% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 420,940 | 108,076 CHF | 49,553 CHF | 98.43% | 98.43% |
18/09/2024 | 9.53% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 99,928 CHF | 54,964 CHF | 98.83% | 98.83% |
12/09/2024 | 11.57% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 83,046 CHF | 46,523 CHF | 98.34% | 98.34% |
11/09/2024 | 12.12% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,709 CHF | 43,854 CHF | 98.28% | 98.28% |
10/09/2024 | 14.81% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 63,124 CHF | 36,562 CHF | 95.00% | 95.00% |
09/09/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,875 CHF | 34,937 CHF | 96.69% | 96.69% |