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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/10/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.27% | 99.27% |
24/10/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 15,000 CHF | 4,000 CHF | 99.03% | 99.03% |
23/10/2024 | 40.26% | 0.01 CHF | 0.02 CHF | 1,500,000 | 200,000 | 1,500,000 | 194,201 | 34,237 CHF | 6,243 CHF | 98.51% | 98.51% |
22/10/2024 | 13.88% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 100,999 CHF | 15,467 CHF | 97.43% | 97.43% |
21/10/2024 | 13.58% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 103,195 CHF | 15,759 CHF | 99.27% | 99.27% |
18/10/2024 | 12.58% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 112,236 CHF | 16,965 CHF | 99.27% | 99.27% |
17/10/2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 105,066 CHF | 16,009 CHF | 99.27% | 99.27% |
16/10/2024 | 16.97% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 81,790 CHF | 12,905 CHF | 99.04% | 99.04% |
15/10/2024 | 14.63% | 0.06 CHF | 0.07 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 95,523 CHF | 14,736 CHF | 99.24% | 99.24% |
14/10/2024 | 13.71% | 0.07 CHF | 0.08 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 102,333 CHF | 15,644 CHF | 98.97% | 98.97% |