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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,826 | 250,000 | 9,938 CHF | 5,000 CHF | 99.24% | 99.24% |
10/09/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,250 | 250,000 | 9,943 CHF | 5,000 CHF | 98.56% | 98.56% |
09/09/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,626 | 250,000 | 9,946 CHF | 5,000 CHF | 99.10% | 99.10% |
06/09/2024 | 65.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 979,796 | 250,000 | 10,132 CHF | 5,086 CHF | 86.33% | 86.33% |
05/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,371 | 250,000 | 14,916 CHF | 6,250 CHF | 98.97% | 98.97% |
04/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,744 | 250,000 | 14,891 CHF | 6,250 CHF | 98.17% | 98.17% |
03/09/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,384 | 250,000 | 14,931 CHF | 6,250 CHF | 98.95% | 98.95% |
30/08/2024 | 41.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,618 | 250,000 | 19,178 CHF | 7,331 CHF | 93.16% | 93.16% |
29/08/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,389 | 250,000 | 19,948 CHF | 7,500 CHF | 97.00% | 97.00% |
28/08/2024 | 39.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,754 | 250,000 | 20,056 CHF | 7,540 CHF | 99.39% | 99.39% |