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 | 51,30% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 14 609 CHF | 6 152 CHF | 100,00% | 100,00% |
14/08/2024 | 46,67% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 16 665 CHF | 6 666 CHF | 100,00% | 100,00% |
13/08/2024 | 38,03% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 984 328 | 250 000 | 21 167 CHF | 7 870 CHF | 98,82% | 98,82% |
12/08/2024 | 35,28% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 157 CHF | 8 539 CHF | 98,94% | 98,94% |
09/08/2024 | 33,28% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 075 CHF | 8 769 CHF | 99,81% | 99,81% |
08/08/2024 | 23,34% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 981 CHF | 11 995 CHF | 100,00% | 100,00% |
07/08/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 983 873 | 250 000 | 34 582 CHF | 11 287 CHF | 99,45% | 99,45% |
06/08/2024 | 11,29% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 608 523 | 310 748 | 51 066 CHF | 29 153 CHF | 86,08% | 86,08% |
02/08/2024 | 31,25% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 997 975 | 250 000 | 27 421 CHF | 9 365 CHF | 99,75% | 99,75% |
31/07/2024 | 49,72% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 991 461 | 250 000 | 15 010 CHF | 6 285 CHF | 32,11% | 32,11% |