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 | 15,83% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 870 954 | 443 777 | 50 615 CHF | 30 275 CHF | 100,00% | 100,00% |
14/08/2024 | 18,57% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 993 732 | 426 374 | 48 673 CHF | 25 419 CHF | 100,00% | 100,00% |
13/08/2024 | 24,45% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 458 | 250 000 | 35 832 CHF | 11 533 CHF | 99,50% | 99,50% |
12/08/2024 | 23,72% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 706 | 250 000 | 37 049 CHF | 11 826 CHF | 97,26% | 97,26% |
09/08/2024 | 23,73% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 319 CHF | 11 830 CHF | 99,86% | 99,86% |
08/08/2024 | 33,50% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 085 | 250 000 | 24 968 CHF | 8 792 CHF | 99,97% | 99,97% |
07/08/2024 | 32,55% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 282 CHF | 9 070 CHF | 99,21% | 99,21% |
06/08/2024 | 35,27% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 989 730 | 250 000 | 23 296 CHF | 8 398 CHF | 99,44% | 99,44% |
02/08/2024 | 19,83% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 939 176 | 392 215 | 43 522 CHF | 22 937 CHF | 94,12% | 94,12% |
31/07/2024 | 9,71% | 0,09 CHF | 0,10 CHF | 250 000 | 250 000 | 438 288 | 412 735 | 43 343 CHF | 45 171 CHF | 21,41% | 21,41% |