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 | 37,53% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 32 630 CHF | 4 763 CHF | 99,27% | 99,27% |
14/08/2024 | 34,59% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 35 923 CHF | 5 092 CHF | 99,27% | 99,27% |
13/08/2024 | 39,04% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 31 090 CHF | 4 609 CHF | 99,17% | 99,17% |
12/08/2024 | 38,37% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 31 659 CHF | 4 666 CHF | 99,27% | 99,27% |
09/08/2024 | 41,61% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 28 757 CHF | 4 376 CHF | 99,23% | 99,23% |
08/08/2024 | 50,86% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 22 217 CHF | 3 722 CHF | 99,26% | 99,26% |
07/08/2024 | 48,84% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 23 775 CHF | 3 878 CHF | 99,18% | 99,18% |
06/08/2024 | 43,75% | 0,01 CHF | 0,02 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 28 333 CHF | 4 333 CHF | 98,71% | 98,71% |
02/08/2024 | 31,07% | 0,02 CHF | 0,03 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 41 048 CHF | 5 605 CHF | 97,97% | 97,97% |
31/07/2024 | 24,52% | 0,04 CHF | 0,05 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 53 758 CHF | 6 876 CHF | 37,91% | 37,91% |