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 | 18,33% | 0,06 CHF | 0,07 CHF | 975 000 | 500 000 | 991 235 | 424 681 | 49 329 CHF | 25 695 CHF | 100,00% | 100,00% |
14/08/2024 | 19,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 332 970 | 46 618 CHF | 19 048 CHF | 100,00% | 100,00% |
13/08/2024 | 22,33% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 220 | 250 000 | 39 564 CHF | 12 469 CHF | 99,49% | 99,49% |
12/08/2024 | 21,10% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 287 | 250 000 | 42 210 CHF | 13 130 CHF | 97,26% | 97,26% |
09/08/2024 | 18,60% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 417 094 | 48 903 CHF | 24 785 CHF | 99,84% | 99,84% |
08/08/2024 | 20,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 254 156 | 42 904 CHF | 13 455 CHF | 100,00% | 100,00% |
07/08/2024 | 17,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 433 | 500 000 | 53 311 CHF | 31 699 CHF | 100,00% | 100,00% |
06/08/2024 | 17,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 989 255 | 462 331 | 50 487 CHF | 28 412 CHF | 99,17% | 99,17% |
02/08/2024 | 13,09% | 0,07 CHF | 0,08 CHF | 925 000 | 475 000 | 810 220 | 413 554 | 57 804 CHF | 33 654 CHF | 100,00% | 100,00% |
31/07/2024 | 8,31% | 0,10 CHF | 0,11 CHF | 550 000 | 550 000 | 518 303 | 518 307 | 59 901 CHF | 65 084 CHF | 32,15% | 32,15% |