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 | 38,59% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 21 234 CHF | 15 617 CHF | 98,14% | 98,14% |
14/08/2024 | 28,98% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 492 487 | 29 741 CHF | 19 549 CHF | 99,17% | 99,17% |
13/08/2024 | 39,92% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 20 116 CHF | 15 058 CHF | 99,21% | 99,21% |
12/08/2024 | 24,62% | 0,02 CHF | 0,03 CHF | 1 000 000 | 500 000 | 1 000 000 | 425 302 | 36 604 CHF | 19 606 CHF | 99,47% | 99,47% |
09/08/2024 | 15,54% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 962 350 | 362 350 | 57 242 CHF | 25 148 CHF | 99,49% | 99,49% |
08/08/2024 | 17,86% | 0,06 CHF | 0,07 CHF | 1 000 000 | 400 000 | 992 766 | 393 154 | 51 133 CHF | 24 125 CHF | 99,33% | 99,33% |
07/08/2024 | 16,13% | 0,06 CHF | 0,07 CHF | 900 000 | 300 000 | 984 942 | 384 942 | 56 702 CHF | 25 911 CHF | 99,43% | 99,43% |
06/08/2024 | 11,29% | 0,07 CHF | 0,08 CHF | 1 000 000 | 400 000 | 703 248 | 235 819 | 58 443 CHF | 21 935 CHF | 99,35% | 99,35% |
02/08/2024 | 12,45% | 0,09 CHF | 0,10 CHF | 900 000 | 300 000 | 887 305 | 306 876 | 68 342 CHF | 26 529 CHF | 99,24% | 99,24% |
30/07/2024 | 20,00% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 45 492 CHF | 27 746 CHF | 98,82% | 98,82% |