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 | 19,39% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 70 160 CHF | 8 516 CHF | 99,27% | 99,27% |
14/08/2024 | 17,77% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 77 023 CHF | 9 202 CHF | 99,27% | 99,27% |
13/08/2024 | 21,03% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 64 112 CHF | 7 911 CHF | 99,18% | 99,18% |
12/08/2024 | 21,09% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 63 829 CHF | 7 883 CHF | 99,27% | 99,27% |
09/08/2024 | 23,72% | 0,05 CHF | 0,06 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 55 951 CHF | 7 095 CHF | 99,23% | 99,23% |
08/08/2024 | 33,13% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 38 297 CHF | 5 330 CHF | 99,26% | 99,26% |
07/08/2024 | 27,71% | 0,03 CHF | 0,04 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 47 182 CHF | 6 218 CHF | 99,17% | 99,17% |
06/08/2024 | 35,19% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 36 336 CHF | 5 134 CHF | 98,70% | 98,70% |
02/08/2024 | 22,66% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 59 312 CHF | 7 431 CHF | 97,96% | 97,96% |
31/07/2024 | 13,19% | 0,07 CHF | 0,08 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 106 395 CHF | 12 140 CHF | 37,91% | 37,91% |