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 | 15.66% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,029 CHF | 34,514 CHF | 98.87% | 98.87% |
24/09/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,970 CHF | 34,985 CHF | 98.48% | 98.48% |
23/09/2024 | 15.16% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,119 CHF | 35,560 CHF | 98.43% | 98.43% |
20/09/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,964 CHF | 34,982 CHF | 99.31% | 99.31% |
19/09/2024 | 13.94% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,042 CHF | 38,521 CHF | 99.03% | 99.03% |
18/09/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,000 CHF | 35,000 CHF | 98.76% | 98.76% |
12/09/2024 | 18.51% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,428 CHF | 30,214 CHF | 98.44% | 98.44% |
11/09/2024 | 19.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,080 CHF | 28,540 CHF | 97.32% | 97.32% |
10/09/2024 | 21.85% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,966 CHF | 25,483 CHF | 97.66% | 97.66% |
09/09/2024 | 26.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,801 CHF | 21,900 CHF | 96.96% | 96.96% |