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 | 32,30% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 080 CHF | 9 020 CHF | 100,00% | 100,00% |
14/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 000 CHF | 10 000 CHF | 100,00% | 100,00% |
13/08/2024 | 28,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 699 | 250 000 | 29 820 CHF | 10 089 CHF | 98,88% | 98,88% |
12/08/2024 | 26,58% | 0,04 CHF | 0,05 CHF | 250 000 | 250 000 | 947 424 | 250 000 | 30 953 CHF | 10 698 CHF | 99,29% | 99,29% |
09/08/2024 | 26,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 612 CHF | 10 903 CHF | 99,80% | 99,80% |
08/08/2024 | 22,08% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 340 CHF | 12 585 CHF | 100,00% | 100,00% |
07/08/2024 | 21,07% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 984 617 | 250 000 | 41 978 CHF | 13 167 CHF | 99,43% | 99,43% |
06/08/2024 | 15,76% | 0,05 CHF | 0,06 CHF | 850 000 | 425 000 | 858 802 | 429 563 | 50 301 CHF | 29 460 CHF | 99,74% | 99,74% |
02/08/2024 | 25,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 979 090 | 250 000 | 32 895 CHF | 10 907 CHF | 99,78% | 99,78% |
31/07/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 072 | 250 000 | 34 758 CHF | 11 250 CHF | 32,11% | 32,11% |