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 | 22,68% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 98 687 | 19 835 CHF | 4 907 CHF | 99,18% | 99,18% |
14/08/2024 | 29,11% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 98 003 | 15 081 CHF | 3 951 CHF | 98,49% | 98,49% |
13/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 000 CHF | 4 000 CHF | 96,31% | 96,31% |
12/08/2024 | 28,17% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 319 CHF | 4 064 CHF | 100,00% | 100,00% |
09/08/2024 | 28,50% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 058 CHF | 4 012 CHF | 100,00% | 100,00% |
08/08/2024 | 30,71% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 14 065 CHF | 3 813 CHF | 97,95% | 97,95% |
07/08/2024 | 31,44% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 13 745 CHF | 3 749 CHF | 100,00% | 100,00% |
06/08/2024 | 50,38% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 79 512 | 10 061 CHF | 2 589 CHF | 99,25% | 99,25% |
02/08/2024 | 59,95% | 0,02 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 519 CHF | 1 418 CHF | 99,11% | 99,11% |
31/07/2024 | 15,84% | 0,06 CHF | 0,07 CHF | 500 000 | 100 000 | 500 000 | 92 383 | 29 875 CHF | 6 467 CHF | 30,66% | 30,66% |