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 | 53,58% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 492 645 | 98 687 | 7 410 CHF | 2 475 CHF | 99,18% | 99,18% |
14/08/2024 | 67,29% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 489 719 | 98 003 | 4 897 CHF | 1 969 CHF | 98,48% | 98,48% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 96,32% | 96,32% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 100,00% | 100,00% |
09/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 100,00% | 100,00% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 97,95% | 97,95% |
07/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 100,00% | 100,00% |
06/08/2024 | 69,89% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 407 573 | 86 796 | 4 076 CHF | 1 833 CHF | 79,60% | 99,25% |
02/08/2024 | 104,32% | 0,01 CHF | 0,03 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 750 CHF | 804 CHF | 73,70% | 99,11% |
31/07/2024 | 44,19% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 464 581 | 92 390 | 9 433 CHF | 2 894 CHF | 30,65% | 30,65% |