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 | 35,62% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 11 915 CHF | 1 692 CHF | 83,98% | 83,98% |
14/08/2024 | 38,90% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 49 267 | 10 483 CHF | 1 519 CHF | 98,49% | 98,49% |
13/08/2024 | 38,93% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 10 469 CHF | 1 547 CHF | 89,09% | 89,09% |
12/08/2024 | 36,28% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 11 628 CHF | 1 663 CHF | 97,63% | 97,63% |
09/08/2024 | 34,48% | 0,02 CHF | 0,03 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 12 415 CHF | 1 742 CHF | 93,54% | 93,54% |
08/08/2024 | 30,69% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 14 075 CHF | 1 907 CHF | 86,55% | 86,55% |
07/08/2024 | 54,34% | 0,03 CHF | 0,04 CHF | 500 000 | 50 000 | 43 217 | 25 959 | 1 084 CHF | 972 CHF | 92,42% | 92,42% |
06/08/2024 | 26,60% | 0,04 CHF | 0,05 CHF | 500 000 | 50 000 | 500 000 | 39 661 | 18 621 CHF | 1 906 CHF | 98,33% | 98,33% |
02/08/2024 | 49,93% | 0,03 CHF | 0,05 CHF | 500 000 | 10 000 | 500 000 | 10 000 | 15 027 CHF | 500 CHF | 97,12% | 97,12% |
31/07/2024 | 18,18% | 0,05 CHF | 0,06 CHF | 500 000 | 50 000 | 500 000 | 47 425 | 25 000 CHF | 2 846 CHF | 30,25% | 30,25% |