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 | 19,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 364 653 | 47 257 CHF | 21 141 CHF | 100,00% | 100,00% |
14/08/2024 | 19,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 359 415 | 47 187 CHF | 20 838 CHF | 100,00% | 100,00% |
13/08/2024 | 17,18% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 934 026 | 475 179 | 49 754 CHF | 30 064 CHF | 98,92% | 98,92% |
12/08/2024 | 17,12% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 944 364 | 473 552 | 50 473 CHF | 30 048 CHF | 98,94% | 98,94% |
09/08/2024 | 17,61% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 969 099 | 477 846 | 50 247 CHF | 29 618 CHF | 99,82% | 99,82% |
08/08/2024 | 17,53% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 939 708 | 403 477 | 49 088 CHF | 25 564 CHF | 100,00% | 100,00% |
07/08/2024 | 15,36% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 848 173 | 431 351 | 50 967 CHF | 30 240 CHF | 99,47% | 99,47% |
06/08/2024 | 14,85% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 799 786 | 411 400 | 49 864 CHF | 29 780 CHF | 98,93% | 98,93% |
02/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 981 | 250 000 | 29 909 CHF | 10 000 CHF | 99,76% | 99,76% |
31/07/2024 | 28,10% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 991 324 | 250 000 | 30 352 CHF | 10 164 CHF | 32,10% | 32,10% |