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 | 46,20% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 742 199 | 742 199 | 13 342 CHF | 20 792 CHF | 99,88% | 99,88% |
14/08/2024 | 48,31% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 721 010 | 721 010 | 11 722 CHF | 19 015 CHF | 99,03% | 99,03% |
13/08/2024 | 57,33% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 749 550 | 749 550 | 9 803 CHF | 17 330 CHF | 99,74% | 99,74% |
12/08/2024 | 54,96% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 726 365 | 726 365 | 9 744 CHF | 17 056 CHF | 99,24% | 99,24% |
09/08/2024 | 51,79% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 687 728 | 687 728 | 10 092 CHF | 17 068 CHF | 98,39% | 98,39% |
08/08/2024 | 52,79% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 732 759 | 732 759 | 10 508 CHF | 17 866 CHF | 99,99% | 99,99% |
07/08/2024 | 43,91% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 747 150 | 747 150 | 13 476 CHF | 20 978 CHF | 99,21% | 99,21% |
06/08/2024 | 38,19% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 722 641 | 722 641 | 15 567 CHF | 22 824 CHF | 99,99% | 99,99% |
02/08/2024 | 30,43% | 0,03 CHF | 0,04 CHF | 1 000 000 | 1 000 000 | 655 026 | 655 026 | 18 814 CHF | 25 391 CHF | 99,50% | 99,50% |
30/07/2024 | 18,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 1 000 000 | 641 284 | 641 284 | 31 744 CHF | 38 181 CHF | 99,66% | 99,66% |