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 | 500 000 | 100 000 | 500 000 | 99 730 | 5 000 CHF | 1 995 CHF | 96,35% | 96,35% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 99 511 | 5 000 CHF | 1 990 CHF | 94,59% | 94,59% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 96,31% | 96,31% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 99,66% | 99,66% |
09/08/2024 | 65,77% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 168 CHF | 2 034 CHF | 100,00% | 100,00% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 97,02% | 97,02% |
07/08/2024 | 40,72% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 9 866 CHF | 2 973 CHF | 99,25% | 99,25% |
06/08/2024 | 62,66% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 89 784 | 5 750 CHF | 1 908 CHF | 99,07% | 99,07% |
02/08/2024 | 85,17% | 0,01 CHF | 0,02 CHF | 75 000 | 25 000 | 75 000 | 25 000 | 797 CHF | 667 CHF | 99,01% | 99,01% |
31/07/2024 | 42,77% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 496 907 | 97 105 | 9 418 CHF | 2 809 CHF | 28,63% | 28,63% |