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 | 56,84% | 0,02 CHF | 0,03 CHF | 300 000 | 100 000 | 299 190 | 99 730 | 4 095 CHF | 2 362 CHF | 96,36% | 96,36% |
14/08/2024 | 61,28% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 298 534 | 99 511 | 3 577 CHF | 2 187 CHF | 94,59% | 94,59% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 3 000 CHF | 2 000 CHF | 96,32% | 96,32% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 3 000 CHF | 2 000 CHF | 99,66% | 99,66% |
09/08/2024 | 66,49% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 3 020 CHF | 2 007 CHF | 99,16% | 99,16% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 3 000 CHF | 2 000 CHF | 93,41% | 93,52% |
07/08/2024 | 57,11% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 4 075 CHF | 2 358 CHF | 99,25% | 99,25% |
06/08/2024 | 66,64% | 0,01 CHF | 0,02 CHF | 300 000 | 100 000 | 266 042 | 88 681 | 2 663 CHF | 1 775 CHF | 89,41% | 89,41% |
02/08/2024 | 41,98% | 0,02 CHF | 0,03 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 1 509 CHF | 773 CHF | 99,01% | 99,01% |
31/07/2024 | 28,88% | 0,03 CHF | 0,04 CHF | 300 000 | 100 000 | 292 913 | 97 638 | 8 710 CHF | 3 880 CHF | 28,30% | 28,30% |