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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 16.49% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 904,842 | 463,422 | 50,369 CHF | 30,425 CHF | 99.26% | 99.26% |
10/09/2024 | 17.85% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 978,679 | 492,893 | 49,950 CHF | 30,095 CHF | 98.56% | 98.56% |
09/09/2024 | 18.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 994,625 | 439,228 | 48,470 CHF | 25,992 CHF | 99.07% | 99.07% |
06/09/2024 | 18.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 978,934 | 439,275 | 48,015 CHF | 26,106 CHF | 86.36% | 86.36% |
05/09/2024 | 20.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,383 | 250,000 | 44,729 CHF | 13,745 CHF | 98.97% | 98.97% |
04/09/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,790 | 252,698 | 44,705 CHF | 13,909 CHF | 98.18% | 98.18% |
03/09/2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,371 | 250,000 | 42,459 CHF | 13,167 CHF | 98.99% | 98.99% |
30/08/2024 | 24.41% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,653 | 250,000 | 35,797 CHF | 11,514 CHF | 93.21% | 93.21% |
29/08/2024 | 24.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 997,290 | 250,000 | 35,546 CHF | 11,410 CHF | 97.01% | 97.01% |
28/08/2024 | 24.43% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,754 | 250,000 | 35,837 CHF | 11,505 CHF | 99.39% | 99.39% |