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 | 17,59% | 0,04 CHF | 0,05 CHF | 2 128 500 | 2 128 500 | 987 503 | 987 503 | 50 031 CHF | 59 936 CHF | 99,89% | 99,89% |
14/08/2024 | 17,26% | 0,06 CHF | 0,07 CHF | 2 348 200 | 2 348 200 | 1 057 940 | 1 057 940 | 57 550 CHF | 68 153 CHF | 99,27% | 99,27% |
13/08/2024 | 16,28% | 0,06 CHF | 0,07 CHF | 2 152 000 | 2 152 000 | 960 317 | 960 317 | 55 191 CHF | 64 813 CHF | 99,99% | 99,99% |
12/08/2024 | 18,23% | 0,06 CHF | 0,07 CHF | 2 563 900 | 2 563 900 | 1 130 510 | 1 130 510 | 58 714 CHF | 70 053 CHF | 99,83% | 99,83% |
09/08/2024 | 42,06% | 0,06 CHF | 0,07 CHF | 2 473 500 | 2 473 500 | 719 445 | 719 445 | 37 994 CHF | 53 034 CHF | 99,90% | 99,90% |
08/08/2024 | 16,98% | 0,05 CHF | 0,06 CHF | 2 068 800 | 2 068 800 | 938 997 | 938 997 | 50 859 CHF | 60 269 CHF | 99,95% | 99,95% |
07/08/2024 | 17,96% | 0,05 CHF | 0,06 CHF | 2 165 300 | 2 165 300 | 963 621 | 963 621 | 50 468 CHF | 60 181 CHF | 99,99% | 99,99% |
06/08/2024 | 18,34% | 0,06 CHF | 0,07 CHF | 2 425 800 | 2 425 800 | 1 065 630 | 1 065 630 | 54 743 CHF | 65 419 CHF | 99,99% | 99,99% |
02/08/2024 | 23,79% | 0,05 CHF | 0,06 CHF | 3 000 000 | 3 000 000 | 1 059 240 | 1 059 240 | 42 224 CHF | 52 893 CHF | 100,00% | 100,00% |
30/07/2024 | 41,53% | 0,02 CHF | 0,03 CHF | 3 000 000 | 3 000 000 | 2 247 290 | 2 247 290 | 43 333 CHF | 65 889 CHF | 99,90% | 99,90% |