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 | 51,11% | 0,04 CHF | 0,06 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 917 CHF | 1 532 CHF | 75,38% | 75,38% |
14/08/2024 | 55,30% | 0,04 CHF | 0,06 CHF | 25 000 | 25 000 | 24 600 | 24 600 | 729 CHF | 1 253 CHF | 96,35% | 96,35% |
13/08/2024 | 95,08% | 0,02 CHF | 0,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 288 CHF | 790 CHF | 84,69% | 84,69% |
12/08/2024 | 61,87% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 6 717 CHF | 1 218 CHF | 41,91% | 41,91% |
09/08/2024 | 74,42% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 6 683 CHF | 1 419 CHF | 59,03% | 59,03% |
08/08/2024 | 63,31% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 5 665 CHF | 1 069 CHF | 92,38% | 92,38% |
07/08/2024 | 57,33% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 6 834 CHF | 1 188 CHF | 63,50% | 63,50% |
06/08/2024 | 89,91% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 35 663 | 5 241 CHF | 949 CHF | 56,33% | 56,33% |
02/08/2024 | 120,00% | 0,01 CHF | 0,04 CHF | 500 000 | 10 000 | 500 000 | 10 000 | 5 000 CHF | 400 CHF | 0,26% | 88,15% |
31/07/2024 | 49,00% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 47 191 | 9 250 CHF | 1 416 CHF | 27,74% | 27,74% |