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 | 27,90% | 0,04 CHF | 0,05 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 47 994 CHF | 4 200 CHF | 99,26% | 99,26% |
14/08/2024 | 24,26% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 54 897 CHF | 4 660 CHF | 99,27% | 99,27% |
13/08/2024 | 24,91% | 0,03 CHF | 0,04 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 53 212 CHF | 4 547 CHF | 99,08% | 99,08% |
12/08/2024 | 20,18% | 0,04 CHF | 0,05 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 67 357 CHF | 5 490 CHF | 99,26% | 99,26% |
09/08/2024 | 21,56% | 0,04 CHF | 0,05 CHF | 1 500 000 | 100 000 | 1 500 000 | 100 000 | 62 159 CHF | 5 144 CHF | 99,21% | 99,21% |
08/08/2024 | 29,72% | 0,04 CHF | 0,05 CHF | 1 500 000 | 100 000 | 1 252 100 | 100 000 | 36 414 CHF | 3 895 CHF | 99,26% | 99,26% |
07/08/2024 | 22,33% | 0,04 CHF | 0,05 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 29 904 CHF | 4 987 CHF | 99,22% | 99,22% |
06/08/2024 | 21,38% | 0,03 CHF | 0,04 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 31 893 CHF | 5 252 CHF | 98,80% | 98,80% |
02/08/2024 | 11,21% | 0,09 CHF | 0,10 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 63 200 CHF | 9 427 CHF | 8,56% | 8,56% |
31/07/2024 | 8,64% | 0,11 CHF | 0,12 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 83 520 CHF | 12 136 CHF | 38,89% | 38,89% |