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 | 105,71% | 0,01 CHF | 0,02 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 503 CHF | 7 251 CHF | 99,45% | 99,45% |
14/08/2024 | 107,00% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 382 CHF | 7 191 CHF | 99,61% | 99,61% |
13/08/2024 | 116,17% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 636 CHF | 6 818 CHF | 99,60% | 99,60% |
12/08/2024 | 130,00% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 2 720 CHF | 6 360 CHF | 99,72% | 99,72% |
09/08/2024 | 123,84% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 3 084 CHF | 6 542 CHF | 99,59% | 99,59% |
08/08/2024 | 150,38% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 707 CHF | 5 853 CHF | 99,65% | 99,65% |
07/08/2024 | 166,30% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 015 CHF | 5 508 CHF | 99,60% | 99,60% |
06/08/2024 | 166,67% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 1 000 CHF | 5 500 CHF | 98,86% | 98,86% |
02/08/2024 | 141,20% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 2 095 CHF | 6 047 CHF | 99,58% | 99,58% |
30/07/2024 | 101,76% | 0,00 CHF | 0,01 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 4 858 CHF | 7 429 CHF | 99,51% | 99,51% |