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 | 85,54% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 49 558 | 49 558 | 994 CHF | 2 478 CHF | 96,60% | 96,60% |
14/08/2024 | 87,13% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 48 860 | 48 860 | 970 CHF | 2 443 CHF | 98,43% | 98,43% |
13/08/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 1 000 CHF | 2 500 CHF | 96,00% | 96,00% |
12/08/2024 | 85,71% | 0,02 CHF | 0,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 1 000 CHF | 2 500 CHF | 97,46% | 97,46% |
09/08/2024 | 103,15% | 0,01 CHF | 0,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 817 CHF | 2 500 CHF | 99,69% | 99,69% |
08/08/2024 | 123,13% | 0,01 CHF | 0,05 CHF | 50 000 | 50 000 | 52 702 | 52 702 | 643 CHF | 2 635 CHF | 88,64% | 88,64% |
07/08/2024 | 50,00% | 0,03 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 000 CHF | 5 000 CHF | 97,71% | 97,71% |
06/08/2024 | 72,09% | 0,02 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 79 686 | 11 907 CHF | 3 984 CHF | 71,89% | 71,89% |
02/08/2024 | 123,61% | 0,01 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 7 118 CHF | 1 471 CHF | 81,81% | 81,81% |
31/07/2024 | 33,39% | 0,04 CHF | 0,06 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 20 000 CHF | 5 628 CHF | 22,36% | 22,36% |