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 | 28,59% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 24 738 | 16 616 CHF | 1 091 CHF | 99,12% | 99,12% |
14/08/2024 | 31,63% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 24 637 | 14 800 CHF | 998 CHF | 98,68% | 98,68% |
13/08/2024 | 65,29% | 0,02 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 10 188 CHF | 1 001 CHF | 93,89% | 93,89% |
12/08/2024 | 33,84% | 0,03 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 15 139 CHF | 1 071 CHF | 100,00% | 100,00% |
09/08/2024 | 26,16% | 0,04 CHF | 0,06 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 21 055 CHF | 1 370 CHF | 97,23% | 97,23% |
08/08/2024 | 56,15% | 0,03 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 11 748 CHF | 1 026 CHF | 97,49% | 97,49% |
07/08/2024 | 31,15% | 0,04 CHF | 0,05 CHF | 500 000 | 25 000 | 500 000 | 25 000 | 16 599 CHF | 1 135 CHF | 97,39% | 97,39% |
06/08/2024 | 73,97% | 0,02 CHF | 0,04 CHF | 500 000 | 25 000 | 500 000 | 20 203 | 9 346 CHF | 808 CHF | 83,82% | 85,67% |
02/08/2024 | 60,93% | 0,02 CHF | 0,06 CHF | 500 000 | 7 500 | 500 000 | 7 500 | 21 156 CHF | 590 CHF | 93,25% | 93,25% |
31/07/2024 | 15,44% | 0,08 CHF | 0,09 CHF | 483 746 | 25 000 | 483 196 | 24 065 | 38 752 CHF | 2 246 CHF | 30,13% | 30,13% |