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 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 000 CHF | 8 750 CHF | 100,00% | 100,00% |
14/08/2024 | 31,37% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 27 065 CHF | 9 266 CHF | 100,00% | 100,00% |
13/08/2024 | 27,97% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 984 446 | 250 000 | 30 380 CHF | 10 212 CHF | 98,87% | 98,87% |
12/08/2024 | 29,86% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 949 172 | 250 000 | 27 123 CHF | 9 662 CHF | 99,00% | 99,00% |
09/08/2024 | 26,13% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 417 CHF | 10 854 CHF | 99,93% | 99,93% |
08/08/2024 | 24,25% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 454 CHF | 11 614 CHF | 100,00% | 100,00% |
07/08/2024 | 26,56% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 984 216 | 250 000 | 32 225 CHF | 10 708 CHF | 99,45% | 99,45% |
06/08/2024 | 21,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 994 336 | 293 278 | 42 135 CHF | 15 638 CHF | 99,58% | 99,58% |
02/08/2024 | 27,81% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 999 214 | 250 000 | 31 039 CHF | 10 266 CHF | 99,77% | 99,77% |
30/07/2024 | 26,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 958 CHF | 10 740 CHF | 100,00% | 100,00% |