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 | 99,06% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 49 735 | 5 096 CHF | 1 495 CHF | 98,07% | 99,06% |
14/08/2024 | 56,23% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 48 917 | 8 889 CHF | 1 518 CHF | 98,83% | 98,83% |
13/08/2024 | 81,84% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 6 764 CHF | 1 556 CHF | 86,82% | 86,82% |
12/08/2024 | 60,38% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 9 868 CHF | 1 852 CHF | 96,80% | 96,80% |
09/08/2024 | 58,51% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 8 653 CHF | 1 544 CHF | 98,42% | 98,42% |
08/08/2024 | 105,15% | 0,01 CHF | 0,03 CHF | 500 000 | 50 000 | 330 121 | 41 059 | 3 637 CHF | 1 352 CHF | 35,10% | 35,10% |
07/08/2024 | 52,80% | 0,02 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 159 CHF | 2 416 CHF | 92,76% | 92,76% |
06/08/2024 | 65,78% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 39 897 | 13 803 CHF | 2 116 CHF | 98,31% | 98,31% |
02/08/2024 | 88,59% | 0,04 CHF | 0,10 CHF | 488 214 | 10 000 | 494 527 | 10 000 | 19 674 CHF | 1 030 CHF | 99,12% | 99,12% |
31/07/2024 | 30,51% | 0,07 CHF | 0,09 CHF | 495 030 | 50 000 | 495 972 | 45 593 | 31 563 CHF | 3 922 CHF | 30,67% | 30,67% |