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 | 23.70% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 37,342 CHF | 11,836 CHF | 98.62% | 98.62% |
24/09/2024 | 22.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,069 | 250,000 | 38,969 CHF | 12,312 CHF | 99.03% | 99.03% |
23/09/2024 | 26.48% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,219 CHF | 10,805 CHF | 98.58% | 98.58% |
20/09/2024 | 22.78% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,752 | 250,000 | 38,770 CHF | 12,274 CHF | 97.64% | 97.64% |
19/09/2024 | 22.35% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,493 | 250,000 | 39,629 CHF | 12,442 CHF | 99.39% | 99.39% |
18/09/2024 | 25.42% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 996,197 | 250,000 | 34,278 CHF | 11,103 CHF | 99.24% | 99.24% |
12/09/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,669 | 250,000 | 29,810 CHF | 10,000 CHF | 98.99% | 98.99% |
11/09/2024 | 29.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,266 CHF | 9,817 CHF | 99.21% | 99.21% |
10/09/2024 | 31.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,538 CHF | 9,135 CHF | 98.54% | 98.54% |
09/09/2024 | 29.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 997,405 | 250,000 | 28,610 CHF | 9,672 CHF | 99.05% | 99.05% |