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 | 26,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 617 CHF | 10 654 CHF | 100,00% | 100,00% |
14/08/2024 | 30,15% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 598 CHF | 9 649 CHF | 100,00% | 100,00% |
13/08/2024 | 29,12% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 506 | 250 000 | 28 961 CHF | 9 856 CHF | 98,82% | 98,82% |
12/08/2024 | 26,67% | 0,04 CHF | 0,05 CHF | 250 000 | 250 000 | 949 213 | 250 000 | 31 068 CHF | 10 684 CHF | 99,01% | 99,01% |
09/08/2024 | 24,38% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 200 CHF | 11 550 CHF | 99,89% | 99,89% |
08/08/2024 | 25,52% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 430 CHF | 11 108 CHF | 100,00% | 100,00% |
07/08/2024 | 22,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 984 216 | 255 156 | 39 907 CHF | 12 946 CHF | 99,45% | 99,45% |
06/08/2024 | 22,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 327 | 259 681 | 40 141 CHF | 13 142 CHF | 99,42% | 99,42% |
02/08/2024 | 25,71% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 999 234 | 250 000 | 34 498 CHF | 11 132 CHF | 99,77% | 99,77% |
30/07/2024 | 15,66% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 864 605 | 436 120 | 50 905 CHF | 30 030 CHF | 100,00% | 100,00% |