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 | 22,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 772 | 291 918 | 39 274 CHF | 15 002 CHF | 99,80% | 99,80% |
14/08/2024 | 25,04% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 064 CHF | 11 266 CHF | 99,28% | 99,28% |
13/08/2024 | 20,59% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 554 | 255 225 | 43 375 CHF | 13 706 CHF | 99,57% | 99,57% |
12/08/2024 | 17,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 979 664 | 481 253 | 50 041 CHF | 29 466 CHF | 99,45% | 99,45% |
09/08/2024 | 19,76% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 285 644 | 45 691 CHF | 16 039 CHF | 99,48% | 99,48% |
08/08/2024 | 24,86% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 257 830 | 36 250 CHF | 12 016 CHF | 100,00% | 100,00% |
07/08/2024 | 27,66% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 31 814 CHF | 10 453 CHF | 99,49% | 99,49% |
06/08/2024 | 35,66% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 982 164 | 250 000 | 22 809 CHF | 8 314 CHF | 99,56% | 99,56% |
02/08/2024 | 22,47% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 989 317 | 326 260 | 41 112 CHF | 17 503 CHF | 100,00% | 100,00% |
30/07/2024 | 9,52% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 499 475 | 499 475 | 49 973 CHF | 54 968 CHF | 100,00% | 100,00% |