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 | 56,83% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 997 104 | 250 000 | 12 923 CHF | 5 738 CHF | 98,92% | 98,92% |
14/08/2024 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 992 528 | 250 000 | 14 888 CHF | 6 250 CHF | 98,84% | 98,84% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 999 974 | 250 000 | 20 000 CHF | 7 500 CHF | 98,86% | 98,86% |
12/08/2024 | 39,59% | 0,02 CHF | 0,03 CHF | 250 000 | 250 000 | 948 097 | 250 000 | 19 268 CHF | 7 576 CHF | 98,82% | 98,82% |
09/08/2024 | 32,54% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 835 CHF | 8 959 CHF | 98,85% | 98,85% |
08/08/2024 | 24,99% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 291 CHF | 11 323 CHF | 96,81% | 96,81% |
07/08/2024 | 25,64% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 290 CHF | 11 073 CHF | 98,90% | 98,90% |
06/08/2024 | 15,64% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 832 212 | 424 743 | 49 224 CHF | 29 368 CHF | 98,96% | 98,96% |
02/08/2024 | 26,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 983 810 | 272 295 | 33 372 CHF | 12 221 CHF | 95,32% | 95,32% |
30/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 000 CHF | 7 500 CHF | 99,44% | 99,44% |