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 | 17,33% | 0,06 CHF | 0,07 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 79 548 CHF | 15 758 CHF | 99,27% | 99,27% |
14/08/2024 | 18,41% | 0,05 CHF | 0,06 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 74 147 CHF | 14 858 CHF | 99,27% | 99,27% |
13/08/2024 | 19,36% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 70 641 CHF | 14 274 CHF | 99,17% | 99,17% |
12/08/2024 | 21,72% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 61 854 CHF | 12 809 CHF | 99,27% | 99,27% |
09/08/2024 | 21,97% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 60 925 CHF | 12 654 CHF | 99,23% | 99,23% |
08/08/2024 | 27,64% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 47 208 CHF | 10 368 CHF | 99,26% | 99,26% |
07/08/2024 | 23,54% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 56 890 CHF | 11 982 CHF | 99,16% | 99,16% |
06/08/2024 | 28,42% | 0,03 CHF | 0,04 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 45 865 CHF | 10 144 CHF | 98,72% | 98,72% |
02/08/2024 | 20,01% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 68 205 CHF | 13 868 CHF | 97,97% | 97,97% |
31/07/2024 | 12,17% | 0,07 CHF | 0,08 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 116 847 CHF | 21 975 CHF | 37,91% | 37,91% |