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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 44.37% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'271 CHF | 8'271 CHF | 100.00% | 100.00% |
12.08.2024 | 40.64% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 5'895 CHF | 8'895 CHF | 99.20% | 99.20% |
09.08.2024 | 27.50% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'436 | 299'436 | 9'542 CHF | 12'540 CHF | 99.16% | 99.16% |
08.08.2024 | 20.10% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'410 | 299'410 | 13'629 CHF | 16'627 CHF | 98.98% | 98.98% |
07.08.2024 | 28.59% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'443 | 299'443 | 9'133 CHF | 12'132 CHF | 100.00% | 100.00% |
06.08.2024 | 14.10% | 0.04 CHF | 0.05 CHF | 300'000 | 300'000 | 299'432 | 299'432 | 20'246 CHF | 23'244 CHF | 99.97% | 99.97% |
02.08.2024 | 58.45% | 0.02 CHF | 0.07 CHF | 30'000 | 30'000 | 251'606 | 251'606 | 4'845 CHF | 7'577 CHF | 81.28% | 99.22% |
30.07.2024 | 61.01% | 0.01 CHF | 0.02 CHF | 300'000 | 300'000 | 299'842 | 299'842 | 3'437 CHF | 6'436 CHF | 99.81% | 99.99% |
29.07.2024 | 59.63% | 0.01 CHF | 0.02 CHF | 300'000 | 300'000 | 299'438 | 299'438 | 3'552 CHF | 6'550 CHF | 100.00% | 100.00% |
25.07.2024 | 47.22% | 0.02 CHF | 0.03 CHF | 300'000 | 300'000 | 299'438 | 299'438 | 4'882 CHF | 7'880 CHF | 100.00% | 100.00% |