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 | 20,70% | 0,05 CHF | 0,06 CHF | 900 000 | 300 000 | 997 812 | 397 812 | 43 660 CHF | 21 377 CHF | 99,70% | 99,70% |
14/08/2024 | 22,24% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 206 | 39 971 CHF | 19 997 CHF | 99,35% | 99,35% |
13/08/2024 | 22,08% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 403 807 | 40 439 CHF | 20 353 CHF | 99,56% | 99,56% |
12/08/2024 | 23,17% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 423 158 | 38 510 CHF | 20 413 CHF | 99,52% | 99,52% |
09/08/2024 | 16,36% | 0,04 CHF | 0,05 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 56 941 CHF | 26 777 CHF | 99,58% | 99,58% |
08/08/2024 | 14,93% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 981 822 | 381 822 | 60 972 CHF | 27 434 CHF | 99,31% | 99,31% |
07/08/2024 | 15,32% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 992 142 | 392 142 | 59 881 CHF | 27 550 CHF | 99,23% | 99,23% |
06/08/2024 | 13,50% | 0,07 CHF | 0,08 CHF | 900 000 | 300 000 | 812 642 | 301 553 | 56 357 CHF | 23 918 CHF | 99,08% | 99,08% |
02/08/2024 | 16,89% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 977 678 | 386 337 | 55 605 CHF | 25 301 CHF | 99,44% | 99,44% |
30/07/2024 | 28,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 383 CHF | 20 191 CHF | 96,23% | 96,23% |