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 | 91,08% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 994 969 | 250 000 | 6 313 CHF | 4 085 CHF | 99,00% | 99,00% |
25/09/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 161 | 250 000 | 9 922 CHF | 5 000 CHF | 98,59% | 98,59% |
24/09/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 070 | 250 000 | 9 931 CHF | 5 000 CHF | 99,05% | 99,05% |
23/09/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 000 CHF | 5 000 CHF | 98,61% | 98,61% |
20/09/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 774 | 250 000 | 9 928 CHF | 5 000 CHF | 97,65% | 97,65% |
19/09/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 996 611 | 250 000 | 9 966 CHF | 5 000 CHF | 99,38% | 99,38% |
18/09/2024 | 70,21% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 988 417 | 250 000 | 9 352 CHF | 4 867 CHF | 77,45% | 77,45% |
12/09/2024 | 67,24% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 748 | 250 000 | 9 852 CHF | 4 979 CHF | 99,01% | 99,01% |
11/09/2024 | 66,72% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 993 CHF | 4 998 CHF | 99,19% | 99,19% |
10/09/2024 | 67,84% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 824 CHF | 4 956 CHF | 98,56% | 98,56% |