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 | 40,85% | 0,03 CHF | 0,04 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 19 838 CHF | 4 476 CHF | 99,27% | 99,27% |
14/08/2024 | 42,52% | 0,03 CHF | 0,04 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 19 849 CHF | 4 477 CHF | 99,27% | 99,27% |
13/08/2024 | 36,01% | 0,02 CHF | 0,03 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 23 339 CHF | 5 001 CHF | 99,08% | 99,08% |
12/08/2024 | 6,68% | 0,14 CHF | 0,15 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 144 851 CHF | 23 228 CHF | 99,27% | 99,27% |
09/08/2024 | 6,84% | 0,15 CHF | 0,16 CHF | 1 000 000 | 150 000 | 1 000 000 | 150 000 | 141 318 CHF | 22 698 CHF | 99,20% | 99,20% |
08/08/2024 | 7,97% | 0,14 CHF | 0,15 CHF | 1 000 000 | 150 000 | 804 479 | 150 000 | 97 574 CHF | 19 607 CHF | 99,27% | 99,27% |
07/08/2024 | 7,11% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 61 247 CHF | 21 916 CHF | 99,21% | 99,21% |
06/08/2024 | 9,12% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 47 156 CHF | 17 219 CHF | 98,78% | 98,78% |
02/08/2024 | 7,81% | 0,12 CHF | 0,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 55 416 CHF | 19 972 CHF | 98,27% | 98,27% |
31/07/2024 | 6,85% | 0,14 CHF | 0,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 63 473 CHF | 22 658 CHF | 38,90% | 38,90% |