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 | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,09% | 99,09% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
09/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,20% | 99,20% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 000 CHF | 4 000 CHF | 99,27% | 99,27% |
07/08/2024 | 65,29% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 15 776 CHF | 4 103 CHF | 98,81% | 98,81% |
06/08/2024 | 32,34% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 199 988 | 40 821 CHF | 7 442 CHF | 98,80% | 98,80% |
02/08/2024 | 62,00% | 0,01 CHF | 0,02 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 17 626 CHF | 4 350 CHF | 98,28% | 98,28% |
31/07/2024 | 37,50% | 0,02 CHF | 0,03 CHF | 1 500 000 | 200 000 | 1 500 000 | 200 000 | 33 284 CHF | 6 438 CHF | 38,90% | 38,90% |