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 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,09% | 99,09% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
09/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,21% | 99,21% |
08/08/2024 | 64,62% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 16 149 CHF | 4 153 CHF | 99,27% | 99,27% |
07/08/2024 | 55,27% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 21 593 CHF | 4 879 CHF | 98,81% | 98,81% |
06/08/2024 | 37,41% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 33 397 CHF | 6 453 CHF | 98,79% | 98,79% |
02/08/2024 | 59,91% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 18 799 CHF | 4 507 CHF | 98,27% | 98,27% |
31/07/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 30 000 CHF | 6 000 CHF | 38,89% | 38,89% |