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 | 28,51% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 096 CHF | 20 048 CHF | 99,20% | 99,20% |
14/08/2024 | 30,40% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 28 401 CHF | 19 201 CHF | 99,02% | 99,02% |
13/08/2024 | 36,90% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 22 195 CHF | 16 097 CHF | 99,32% | 99,32% |
12/08/2024 | 39,81% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 221 CHF | 15 111 CHF | 99,13% | 99,13% |
09/08/2024 | 35,67% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 23 240 CHF | 16 620 CHF | 99,16% | 99,16% |
08/08/2024 | 36,83% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 22 770 CHF | 16 385 CHF | 99,26% | 99,26% |
07/08/2024 | 28,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 30 588 CHF | 20 294 CHF | 98,97% | 98,97% |
06/08/2024 | 23,45% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 955 582 | 411 538 | 36 307 CHF | 19 657 CHF | 99,34% | 99,34% |
02/08/2024 | 21,71% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 41 427 CHF | 25 713 CHF | 95,45% | 95,45% |
30/07/2024 | 7,67% | 0,11 CHF | 0,12 CHF | 900 000 | 300 000 | 819 829 | 273 276 | 102 676 CHF | 36 958 CHF | 96,97% | 96,97% |