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 | 68,58% | 0,02 CHF | 0,08 CHF | 5 000 | 5 000 | 474 707 | 23 086 | 14 379 CHF | 1 389 CHF | 84,68% | 84,68% |
14/08/2024 | 65,48% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 24 723 | 15 015 CHF | 1 450 CHF | 70,82% | 70,82% |
13/08/2024 | 68,46% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 499 524 | 30 723 | 13 424 CHF | 1 640 CHF | 86,42% | 86,42% |
12/08/2024 | 78,99% | 0,03 CHF | 0,05 CHF | 500 000 | 50 000 | 478 583 | 29 022 | 10 454 CHF | 1 451 CHF | 99,10% | 99,10% |
09/08/2024 | 154,12% | 0,01 CHF | 0,07 CHF | 5 000 | 5 000 | 3 042 | 3 042 | 30 CHF | 230 CHF | 75,39% | 95,27% |
08/08/2024 | 154,07% | 0,01 CHF | 0,06 CHF | 5 000 | 5 000 | 3 167 | 3 167 | 32 CHF | 240 CHF | 15,85% | 78,95% |
07/08/2024 | 152,64% | 0,01 CHF | 0,07 CHF | 5 000 | 5 000 | 2 850 | 2 850 | 32 CHF | 221 CHF | 96,92% | 96,92% |
06/08/2024 | 110,89% | 0,01 CHF | 0,07 CHF | 5 000 | 5 000 | 3 143 | 3 143 | 80 CHF | 285 CHF | 73,66% | 73,66% |
02/08/2024 | 63,64% | 0,05 CHF | 0,11 CHF | 5 000 | 5 000 | 414 789 | 21 109 | 15 024 CHF | 1 434 CHF | 97,52% | 97,52% |
30/07/2024 | 29,63% | 0,07 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 28 935 | 39 971 CHF | 3 077 CHF | 98,98% | 98,98% |