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 | 39,52% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 347 CHF | 15 173 CHF | 98,16% | 98,16% |
14/08/2024 | 38,08% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 680 CHF | 15 840 CHF | 99,07% | 99,07% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 000 CHF | 15 000 CHF | 99,42% | 99,42% |
12/08/2024 | 30,63% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 198 CHF | 19 099 CHF | 99,31% | 99,31% |
09/08/2024 | 25,92% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 34 172 CHF | 22 086 CHF | 99,43% | 99,43% |
08/08/2024 | 27,35% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 31 922 CHF | 20 961 CHF | 99,43% | 99,43% |
07/08/2024 | 26,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 215 CHF | 21 607 CHF | 99,55% | 99,55% |
06/08/2024 | 18,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 999 989 | 455 769 | 48 989 CHF | 26 841 CHF | 99,28% | 99,28% |
02/08/2024 | 21,14% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 43 141 CHF | 26 571 CHF | 99,33% | 99,33% |
30/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 000 CHF | 20 000 CHF | 98,82% | 98,82% |