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 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 186 CHF | 11 297 CHF | 100,00% | 100,00% |
14/08/2024 | 26,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 890 CHF | 10 723 CHF | 100,00% | 100,00% |
13/08/2024 | 24,22% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 611 CHF | 11 653 CHF | 98,92% | 98,92% |
12/08/2024 | 27,21% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 005 | 250 000 | 31 724 CHF | 10 476 CHF | 99,08% | 99,08% |
09/08/2024 | 25,10% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 916 CHF | 11 229 CHF | 100,00% | 100,00% |
08/08/2024 | 28,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 750 CHF | 9 938 CHF | 100,00% | 100,00% |
07/08/2024 | 27,19% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 997 CHF | 10 499 CHF | 99,40% | 99,40% |
06/08/2024 | 31,64% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 994 366 | 250 000 | 27 047 CHF | 9 325 CHF | 99,58% | 99,58% |
02/08/2024 | 25,76% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 170 | 250 000 | 33 805 CHF | 10 985 CHF | 99,76% | 99,76% |
31/07/2024 | 16,54% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 890 942 | 418 868 | 49 653 CHF | 27 827 CHF | 32,11% | 32,11% |