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 | 40,28% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 486 455 | 49 160 | 9 729 CHF | 1 477 CHF | 99,17% | 99,17% |
14/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 473 754 | 48 379 | 9 475 CHF | 1 451 CHF | 98,49% | 98,49% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 000 CHF | 1 500 CHF | 96,32% | 96,32% |
12/08/2024 | 34,47% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 12 419 CHF | 1 742 CHF | 100,00% | 100,00% |
09/08/2024 | 29,22% | 0,03 CHF | 0,04 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 2 207 CHF | 986 CHF | 100,00% | 100,00% |
08/08/2024 | 22,70% | 0,03 CHF | 0,04 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 3 031 CHF | 1 262 CHF | 97,95% | 97,95% |
07/08/2024 | 18,69% | 0,05 CHF | 0,06 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 3 673 CHF | 1 474 CHF | 99,18% | 99,18% |
06/08/2024 | 39,79% | 0,04 CHF | 0,06 CHF | 25 000 | 25 000 | 18 853 | 18 853 | 835 CHF | 1 227 CHF | 99,25% | 99,25% |
02/08/2024 | 116,69% | 0,01 CHF | 0,03 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 300 CHF | 383 CHF | 68,24% | 99,11% |
31/07/2024 | 34,69% | 0,03 CHF | 0,04 CHF | 75 000 | 25 000 | 73 984 | 24 661 | 2 109 CHF | 986 CHF | 30,67% | 30,67% |