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 | 28,79% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 325 CHF | 10 081 CHF | 99,80% | 99,80% |
14/08/2024 | 20,38% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 277 635 | 44 186 CHF | 15 104 CHF | 99,28% | 99,28% |
13/08/2024 | 21,95% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 525 | 250 000 | 40 272 CHF | 12 652 CHF | 99,56% | 99,56% |
12/08/2024 | 22,47% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 117 | 39 576 CHF | 12 664 CHF | 99,46% | 99,46% |
09/08/2024 | 18,23% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 186 | 492 734 | 49 850 CHF | 29 532 CHF | 99,48% | 99,48% |
08/08/2024 | 15,29% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 843 644 | 428 183 | 50 922 CHF | 30 196 CHF | 100,00% | 100,00% |
07/08/2024 | 16,83% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 913 218 | 451 306 | 49 717 CHF | 29 210 CHF | 99,49% | 99,49% |
06/08/2024 | 11,73% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 619 322 | 321 591 | 49 730 CHF | 29 020 CHF | 99,53% | 99,53% |
02/08/2024 | 25,32% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 1 000 000 | 286 352 | 35 901 CHF | 13 734 CHF | 100,00% | 100,00% |
30/07/2024 | 65,39% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 382 CHF | 5 096 CHF | 100,00% | 100,00% |