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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 85,94% | 0,02 CHF | 0,05 CHF | 75 000 | 75 000 | 73 400 | 73 400 | 1 467 CHF | 3 670 CHF | 94,61% | 94,61% |
25/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 500 CHF | 3 750 CHF | 9,79% | 9,79% |
24/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 500 CHF | 3 750 CHF | 100,00% | 100,00% |
23/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 000 CHF | 5 000 CHF | 94,74% | 94,74% |
20/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 000 CHF | 5 000 CHF | 90,63% | 90,63% |
19/09/2024 | 85,64% | 0,02 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 002 CHF | 5 000 CHF | 96,39% | 96,39% |
18/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 1 500 CHF | 3 750 CHF | 15,00% | 15,00% |
12/09/2024 | 83,08% | 0,02 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 074 CHF | 5 000 CHF | 95,95% | 95,95% |
11/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 000 CHF | 5 000 CHF | 97,81% | 97,81% |
10/09/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 2 000 CHF | 5 000 CHF | 99,91% | 99,91% |