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 | 41,83% | 0,02 CHF | 0,03 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 2 676 CHF | 4 076 CHF | 100,00% | 100,00% |
14/08/2024 | 47,95% | 0,02 CHF | 0,03 CHF | 150 000 | 150 000 | 142 219 | 142 219 | 2 256 CHF | 3 678 CHF | 99,72% | 99,72% |
13/08/2024 | 52,02% | 0,01 CHF | 0,02 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 2 137 CHF | 3 637 CHF | 100,00% | 100,00% |
12/08/2024 | 48,61% | 0,02 CHF | 0,03 CHF | 150 000 | 150 000 | 149 956 | 149 956 | 2 340 CHF | 3 840 CHF | 99,59% | 99,59% |
09/08/2024 | 52,38% | 0,01 CHF | 0,02 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 2 126 CHF | 3 626 CHF | 100,00% | 100,00% |
08/08/2024 | 68,24% | 0,01 CHF | 0,02 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 1 496 CHF | 3 035 CHF | 100,00% | 100,00% |
07/08/2024 | 63,27% | 0,01 CHF | 0,02 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 1 630 CHF | 3 130 CHF | 100,00% | 100,00% |
06/08/2024 | 71,76% | 0,01 CHF | 0,02 CHF | 150 000 | 150 000 | 149 982 | 149 982 | 1 433 CHF | 3 022 CHF | 100,00% | 100,00% |
02/08/2024 | 39,61% | 0,01 CHF | 0,02 CHF | 150 000 | 30 000 | 141 356 | 28 271 | 2 915 CHF | 866 CHF | 100,00% | 100,00% |
31/07/2024 | 25,49% | 0,03 CHF | 0,04 CHF | 140 000 | 28 000 | 138 806 | 27 761 | 4 750 CHF | 1 228 CHF | 36,46% | 36,46% |