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 | 26,64% | 0,04 CHF | 0,05 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 49 560 CHF | 10 760 CHF | 99,27% | 99,27% |
14/08/2024 | 28,54% | 0,03 CHF | 0,04 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 45 079 CHF | 10 013 CHF | 99,27% | 99,27% |
13/08/2024 | 30,95% | 0,03 CHF | 0,04 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 41 872 CHF | 9 479 CHF | 99,08% | 99,08% |
12/08/2024 | 29,51% | 0,02 CHF | 0,03 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 43 774 CHF | 9 796 CHF | 99,27% | 99,27% |
09/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 500 000 | 250 000 | 1 500 000 | 250 000 | 45 000 CHF | 10 000 CHF | 99,21% | 99,21% |
08/08/2024 | 37,85% | 0,02 CHF | 0,03 CHF | 1 500 000 | 250 000 | 1 330 460 | 250 000 | 28 520 CHF | 7 969 CHF | 99,27% | 99,27% |
07/08/2024 | 28,35% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 30 343 CHF | 10 086 CHF | 99,23% | 99,23% |
06/08/2024 | 26,99% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 560 CHF | 10 640 CHF | 98,81% | 98,81% |
02/08/2024 | 24,18% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 018 CHF | 11 754 CHF | 98,29% | 98,29% |
31/07/2024 | 17,48% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 53 701 CHF | 15 925 CHF | 38,90% | 38,90% |