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 | 29,93% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 29 048 CHF | 19 524 CHF | 96,81% | 96,81% |
14/08/2024 | 28,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 265 CHF | 20 133 CHF | 99,23% | 99,23% |
13/08/2024 | 39,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 507 CHF | 15 253 CHF | 97,51% | 97,51% |
12/08/2024 | 31,01% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 27 867 CHF | 18 933 CHF | 99,24% | 99,24% |
09/08/2024 | 27,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 206 CHF | 21 603 CHF | 99,15% | 99,15% |
08/08/2024 | 27,53% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 642 CHF | 20 821 CHF | 99,13% | 99,13% |
07/08/2024 | 21,43% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 42 602 CHF | 26 301 CHF | 98,95% | 98,95% |
06/08/2024 | 4,90% | 0,21 CHF | 0,22 CHF | 900 000 | 300 000 | 801 477 | 290 590 | 159 954 CHF | 60 813 CHF | 98,91% | 98,91% |
02/08/2024 | 4,72% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 907 974 | 307 974 | 187 997 CHF | 66 771 CHF | 98,30% | 98,30% |
30/07/2024 | 2,83% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 260 920 CHF | 89 473 CHF | 98,66% | 98,66% |