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 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 172 | 250 000 | 4 961 CHF | 3 750 CHF | 99,03% | 99,03% |
14/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 996 713 | 250 000 | 4 984 CHF | 3 750 CHF | 98,81% | 98,81% |
13/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 981 117 | 250 000 | 4 906 CHF | 3 750 CHF | 98,41% | 98,41% |
12/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 000 CHF | 3 750 CHF | 98,16% | 98,16% |
09/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 996 011 | 250 000 | 4 980 CHF | 3 750 CHF | 98,49% | 98,49% |
08/08/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 196 | 250 000 | 4 966 CHF | 3 750 CHF | 98,60% | 98,60% |
07/08/2024 | 89,22% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 6 617 CHF | 4 154 CHF | 97,83% | 97,83% |
06/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 971 533 | 250 000 | 9 715 CHF | 5 000 CHF | 98,98% | 98,98% |
02/08/2024 | 77,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 984 982 | 250 000 | 8 375 CHF | 4 613 CHF | 98,82% | 98,82% |
30/07/2024 | 100,00% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 5 000 CHF | 3 750 CHF | 99,07% | 99,07% |