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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 13.56% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 996,275 | 498,758 | 68,580 CHF | 39,321 CHF | 93.39% | 93.39% |
28/08/2024 | 15.02% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,666 CHF | 35,833 CHF | 100.00% | 100.00% |
27/08/2024 | 16.07% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,337 CHF | 33,668 CHF | 98.77% | 98.77% |
26/08/2024 | 15.42% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 978,645 | 492,882 | 58,573 CHF | 34,429 CHF | 82.66% | 82.66% |
23/08/2024 | 16.11% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,170 CHF | 33,585 CHF | 80.08% | 80.08% |
22/08/2024 | 15.49% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,602 CHF | 34,801 CHF | 99.76% | 99.76% |
21/08/2024 | 16.69% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,916 CHF | 32,458 CHF | 99.54% | 99.54% |
20/08/2024 | 16.06% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,365 CHF | 33,682 CHF | 99.90% | 99.90% |
19/08/2024 | 16.80% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,578 CHF | 32,289 CHF | 99.23% | 99.23% |
16/08/2024 | 18.19% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,973 CHF | 29,986 CHF | 98.90% | 98.90% |