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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/10/2024 | 66,88% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 967 CHF | 4 992 CHF | 99,07% | 99,07% |
16/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 983 792 | 250 000 | 9 838 CHF | 5 000 CHF | 96,62% | 96,62% |
15/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 384 | 250 000 | 9 924 CHF | 5 000 CHF | 99,06% | 99,06% |
14/10/2024 | 67,05% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 996 314 | 250 000 | 9 905 CHF | 4 986 CHF | 99,01% | 99,01% |
11/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 982 365 | 250 000 | 9 824 CHF | 5 000 CHF | 92,97% | 92,97% |
10/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 983 400 | 250 000 | 9 834 CHF | 5 000 CHF | 98,34% | 98,34% |
09/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 990 366 | 250 000 | 9 904 CHF | 5 000 CHF | 98,63% | 98,63% |
08/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 450 | 250 000 | 9 925 CHF | 5 000 CHF | 98,81% | 98,81% |
07/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 750 000 | 1 551 080 | 389 478 | 15 511 CHF | 7 790 CHF | 100,00% | 100,00% |
04/10/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 3 000 000 | 750 000 | 1 557 480 | 389 371 | 15 575 CHF | 7 787 CHF | 100,00% | 100,00% |