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 | 21,38% | 0,04 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 74 597 | 24 312 CHF | 4 483 CHF | 98,38% | 98,38% |
14/08/2024 | 26,83% | 0,05 CHF | 0,07 CHF | 500 000 | 75 000 | 500 000 | 73 977 | 24 538 CHF | 4 757 CHF | 98,49% | 98,49% |
13/08/2024 | 25,39% | 0,05 CHF | 0,06 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 25 581 CHF | 4 951 CHF | 96,74% | 96,74% |
12/08/2024 | 25,81% | 0,06 CHF | 0,08 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 33 563 CHF | 6 520 CHF | 97,93% | 97,93% |
09/08/2024 | 17,71% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 499 634 | 75 000 | 39 841 CHF | 7 152 CHF | 100,00% | 100,00% |
08/08/2024 | 17,77% | 0,08 CHF | 0,10 CHF | 479 645 | 75 000 | 494 490 | 75 000 | 38 704 CHF | 7 013 CHF | 96,70% | 96,70% |
07/08/2024 | 16,16% | 0,09 CHF | 0,10 CHF | 460 852 | 75 000 | 466 886 | 75 000 | 41 379 CHF | 7 836 CHF | 100,00% | 100,00% |
06/08/2024 | 23,14% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 497 016 | 64 710 | 37 370 CHF | 6 099 CHF | 99,56% | 99,56% |
02/08/2024 | 53,60% | 0,06 CHF | 0,11 CHF | 500 000 | 20 000 | 500 000 | 20 000 | 29 561 CHF | 2 047 CHF | 95,60% | 95,60% |
31/07/2024 | 14,52% | 0,08 CHF | 0,09 CHF | 500 000 | 75 000 | 500 000 | 72 475 | 39 880 CHF | 6 673 CHF | 29,49% | 29,49% |