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 | 24,71% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 27 067 CHF | 11 522 CHF | 99,15% | 99,15% |
14/08/2024 | 26,26% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 25 236 CHF | 10 912 CHF | 96,49% | 96,49% |
13/08/2024 | 31,74% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 20 481 CHF | 9 327 CHF | 99,17% | 99,17% |
12/08/2024 | 23,84% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 28 332 CHF | 11 944 CHF | 99,16% | 99,16% |
09/08/2024 | 17,48% | 0,04 CHF | 0,05 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 40 068 CHF | 15 856 CHF | 99,16% | 99,16% |
08/08/2024 | 22,95% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 29 867 CHF | 12 456 CHF | 98,85% | 98,85% |
07/08/2024 | 17,63% | 0,05 CHF | 0,06 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 39 360 CHF | 15 620 CHF | 99,16% | 99,16% |
06/08/2024 | 21,75% | 0,03 CHF | 0,04 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 31 959 CHF | 13 153 CHF | 99,15% | 99,15% |
02/08/2024 | 11,77% | 0,08 CHF | 0,09 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 61 214 CHF | 22 905 CHF | 94,15% | 94,15% |
31/07/2024 | 6,18% | 0,14 CHF | 0,15 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 118 885 CHF | 42 129 CHF | 39,54% | 39,54% |