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 | 64,05% | 0,02 CHF | 0,03 CHF | 225 000 | 75 000 | 223 790 | 74 597 | 4 476 CHF | 2 910 CHF | 98,38% | 98,38% |
14/08/2024 | 43,31% | 0,03 CHF | 0,04 CHF | 225 000 | 75 000 | 221 932 | 73 977 | 5 786 CHF | 2 944 CHF | 98,49% | 98,49% |
13/08/2024 | 45,96% | 0,02 CHF | 0,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 5 819 CHF | 3 052 CHF | 97,09% | 97,09% |
12/08/2024 | 24,54% | 0,04 CHF | 0,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 9 000 CHF | 3 848 CHF | 97,93% | 97,93% |
09/08/2024 | 27,30% | 0,04 CHF | 0,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 10 310 CHF | 4 500 CHF | 100,00% | 100,00% |
08/08/2024 | 29,83% | 0,05 CHF | 0,06 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 9 878 CHF | 4 439 CHF | 96,70% | 96,70% |
07/08/2024 | 20,48% | 0,05 CHF | 0,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 12 500 CHF | 5 106 CHF | 100,00% | 100,00% |
06/08/2024 | 37,15% | 0,04 CHF | 0,06 CHF | 225 000 | 75 000 | 194 133 | 64 711 | 8 587 CHF | 4 026 CHF | 99,56% | 99,56% |
02/08/2024 | 84,37% | 0,03 CHF | 0,07 CHF | 60 000 | 20 000 | 60 000 | 20 000 | 1 704 CHF | 1 389 CHF | 98,57% | 98,57% |
31/07/2024 | 25,24% | 0,04 CHF | 0,06 CHF | 225 000 | 75 000 | 217 425 | 72 475 | 10 401 CHF | 4 423 CHF | 29,49% | 29,49% |