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 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 15 000 CHF | 3 000 CHF | 99,27% | 99,27% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 15 000 CHF | 3 000 CHF | 99,27% | 99,27% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 15 000 CHF | 3 000 CHF | 99,08% | 99,08% |
12/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 99,27% | 99,27% |
09/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 99,20% | 99,20% |
08/08/2024 | 56,03% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 20 983 CHF | 3 598 CHF | 99,27% | 99,27% |
07/08/2024 | 39,83% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 225 CHF | 4 523 CHF | 99,23% | 99,23% |
06/08/2024 | 65,80% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 15 485 CHF | 3 049 CHF | 98,80% | 98,80% |
02/08/2024 | 40,67% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 29 625 CHF | 4 462 CHF | 98,27% | 98,27% |
31/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 30 000 CHF | 4 500 CHF | 38,90% | 38,90% |