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 | 56,47% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 742 203 | 742 203 | 10 157 CHF | 17 607 CHF | 99,89% | 99,89% |
14/08/2024 | 59,04% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 721 007 | 721 007 | 8 925 CHF | 16 217 CHF | 99,03% | 99,03% |
13/08/2024 | 66,17% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 749 548 | 749 548 | 7 852 CHF | 15 379 CHF | 99,74% | 99,74% |
12/08/2024 | 67,57% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 726 223 | 726 223 | 7 273 CHF | 14 584 CHF | 99,28% | 99,28% |
09/08/2024 | 63,22% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 687 652 | 687 652 | 7 620 CHF | 14 596 CHF | 98,39% | 98,39% |
08/08/2024 | 65,52% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 732 704 | 732 704 | 7 795 CHF | 15 153 CHF | 99,98% | 99,98% |
07/08/2024 | 54,20% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 747 144 | 747 144 | 10 192 CHF | 17 694 CHF | 99,21% | 99,21% |
06/08/2024 | 46,89% | 0,01 CHF | 0,02 CHF | 1 000 000 | 1 000 000 | 722 596 | 722 596 | 11 992 CHF | 19 249 CHF | 99,98% | 99,98% |
02/08/2024 | 37,71% | 0,02 CHF | 0,03 CHF | 1 000 000 | 1 000 000 | 655 014 | 655 014 | 14 516 CHF | 21 093 CHF | 99,53% | 99,53% |
30/07/2024 | 23,73% | 0,03 CHF | 0,04 CHF | 1 000 000 | 1 000 000 | 641 249 | 641 249 | 24 158 CHF | 30 595 CHF | 99,66% | 99,66% |