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 | 30,09% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 74 598 | 18 801 CHF | 3 778 CHF | 98,36% | 98,36% |
14/08/2024 | 25,94% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 73 978 | 19 454 CHF | 3 719 CHF | 98,49% | 98,49% |
13/08/2024 | 40,38% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 16 787 CHF | 3 770 CHF | 97,10% | 97,10% |
12/08/2024 | 58,04% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 838 CHF | 2 938 CHF | 92,01% | 92,01% |
09/08/2024 | 37,66% | 0,04 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 20 028 CHF | 4 398 CHF | 100,00% | 100,00% |
08/08/2024 | 42,94% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 503 CHF | 96,70% | 96,70% |
07/08/2024 | 45,35% | 0,03 CHF | 0,05 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 15 000 CHF | 3 587 CHF | 100,00% | 100,00% |
06/08/2024 | 68,93% | 0,03 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 64 711 | 10 731 CHF | 2 794 CHF | 99,56% | 99,56% |
02/08/2024 | 111,18% | 0,02 CHF | 0,07 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 10 000 CHF | 1 402 CHF | 95,60% | 95,60% |
31/07/2024 | 36,42% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 72 475 | 20 947 CHF | 4 364 CHF | 29,49% | 29,49% |