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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 60,99% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 986 000 | 2 986 000 | 35 001 CHF | 64 878 CHF | 100,00% | 100,00% |
14/08/2024 | 51,62% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 570 | 2 987 570 | 43 359 CHF | 73 235 CHF | 99,27% | 99,27% |
13/08/2024 | 66,39% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 30 126 CHF | 60 002 CHF | 100,00% | 100,00% |
12/08/2024 | 50,12% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 986 120 | 2 986 120 | 44 711 CHF | 74 588 CHF | 99,90% | 99,90% |
09/08/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 630 | 2 987 630 | 44 814 CHF | 74 691 CHF | 100,00% | 100,00% |
08/08/2024 | 50,13% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 986 490 | 2 986 490 | 44 699 CHF | 74 575 CHF | 100,00% | 100,00% |
07/08/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 2 956 800 | 2 956 800 | 2 964 450 | 2 964 450 | 44 467 CHF | 74 111 CHF | 100,00% | 100,00% |
06/08/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 987 590 | 2 987 590 | 44 814 CHF | 74 690 CHF | 100,00% | 100,00% |
02/08/2024 | 54,14% | 0,01 CHF | 0,02 CHF | 3 000 000 | 3 000 000 | 2 987 600 | 2 987 600 | 41 084 CHF | 70 960 CHF | 99,97% | 99,97% |
30/07/2024 | 47,94% | 0,02 CHF | 0,03 CHF | 2 471 400 | 2 471 400 | 2 492 750 | 2 492 750 | 39 936 CHF | 64 864 CHF | 100,00% | 100,00% |