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 | 32,70% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 844 CHF | 9 211 CHF | 100,00% | 100,00% |
14/08/2024 | 40,35% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 826 CHF | 7 457 CHF | 100,00% | 100,00% |
13/08/2024 | 39,74% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 999 818 | 250 000 | 20 226 CHF | 7 558 CHF | 98,91% | 98,91% |
12/08/2024 | 33,29% | 0,04 CHF | 0,05 CHF | 250 000 | 250 000 | 943 503 | 250 000 | 24 451 CHF | 9 058 CHF | 98,95% | 98,95% |
09/08/2024 | 32,96% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 396 CHF | 8 849 CHF | 100,00% | 100,00% |
08/08/2024 | 26,90% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 342 CHF | 10 585 CHF | 100,00% | 100,00% |
07/08/2024 | 23,95% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 096 | 36 930 CHF | 11 738 CHF | 99,40% | 99,40% |
06/08/2024 | 18,55% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 992 220 | 435 458 | 48 722 CHF | 25 949 CHF | 99,42% | 99,42% |
02/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 996 166 | 250 000 | 19 923 CHF | 7 500 CHF | 99,76% | 99,76% |
31/07/2024 | 47,80% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 990 542 | 250 000 | 16 087 CHF | 6 581 CHF | 32,11% | 32,11% |