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 | 69,59% | 0,01 CHF | 0,05 CHF | 5 000 | 5 000 | 475 358 | 22 794 | 4 827 CHF | 471 CHF | 82,98% | 83,74% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 24 085 | 5 000 CHF | 482 CHF | 70,04% | 85,79% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 49 171 | 5 000 CHF | 983 CHF | 17,30% | 90,02% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 50 000 | 500 000 | 24 193 | 5 000 CHF | 484 CHF | 64,89% | 99,13% |
09/08/2024 | - | - CHF | 0,04 CHF | 0 | 5 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,47% |
08/08/2024 | - | - CHF | 0,04 CHF | 0 | 5 000 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 94,61% |
07/08/2024 | 133,33% | 0,01 CHF | 0,04 CHF | 5 000 | 5 000 | 2 664 | 2 664 | 27 CHF | 133 CHF | 15,76% | 97,15% |
06/08/2024 | 132,36% | 0,01 CHF | 0,04 CHF | 5 000 | 5 000 | 2 483 | 2 483 | 30 CHF | 144 CHF | 74,84% | 94,40% |
02/08/2024 | 32,87% | 0,02 CHF | 0,07 CHF | 5 000 | 5 000 | 410 776 | 20 697 | 17 103 CHF | 1 090 CHF | 96,26% | 96,26% |
30/07/2024 | 9,30% | 0,08 CHF | 0,09 CHF | 500 000 | 50 000 | 474 842 | 25 319 | 48 964 CHF | 2 768 CHF | 98,34% | 98,34% |