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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/08/2024 | 29.48% | 0.05 CHF | 0.07 CHF | 25,000 | 25,000 | 24,858 | 24,858 | 1,182 CHF | 1,589 CHF | 99.16% | 99.16% |
28/08/2024 | 19.30% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,620 CHF | 2,862 CHF | 100.00% | 100.00% |
27/08/2024 | 21.65% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,710 CHF | 2,571 CHF | 78.88% | 78.88% |
26/08/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,000 CHF | 3,000 CHF | 100.00% | 100.00% |
23/08/2024 | 17.54% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 26,146 CHF | 3,115 CHF | 99.99% | 99.99% |
22/08/2024 | 16.30% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 498,486 | 49,955 | 28,287 CHF | 3,335 CHF | 98.29% | 98.29% |
21/08/2024 | 15.73% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,380 CHF | 3,438 CHF | 100.00% | 100.00% |
20/08/2024 | 15.34% | 0.06 CHF | 0.07 CHF | 476,311 | 50,000 | 479,312 | 50,000 | 28,868 CHF | 3,511 CHF | 98.87% | 98.87% |
19/08/2024 | 15.47% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 497,300 | 50,000 | 29,688 CHF | 3,485 CHF | 99.51% | 99.51% |
16/08/2024 | 13.83% | 0.07 CHF | 0.08 CHF | 488,789 | 50,000 | 458,061 | 50,000 | 30,904 CHF | 3,883 CHF | 100.00% | 100.00% |