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 | 25,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 854 | 250 000 | 34 303 CHF | 11 149 CHF | 99,00% | 99,00% |
14/08/2024 | 17,23% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 918 800 | 406 660 | 49 063 CHF | 26 343 CHF | 98,47% | 98,47% |
13/08/2024 | 16,76% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 915 780 | 467 994 | 50 055 CHF | 30 275 CHF | 98,41% | 98,41% |
12/08/2024 | 19,70% | 0,06 CHF | 0,07 CHF | 1 000 000 | 500 000 | 999 892 | 300 364 | 45 871 CHF | 16 997 CHF | 98,26% | 98,26% |
09/08/2024 | 21,29% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 995 978 | 250 000 | 41 936 CHF | 13 025 CHF | 98,40% | 98,40% |
08/08/2024 | 25,04% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 660 | 250 000 | 35 165 CHF | 11 364 CHF | 98,54% | 98,54% |
07/08/2024 | 25,48% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 34 366 CHF | 11 092 CHF | 97,61% | 97,61% |
06/08/2024 | 20,32% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 971 589 | 360 241 | 43 586 CHF | 20 274 CHF | 98,97% | 98,97% |
02/08/2024 | 12,95% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 695 332 | 354 460 | 50 247 CHF | 29 162 CHF | 98,76% | 98,76% |
30/07/2024 | 33,40% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 951 CHF | 8 738 CHF | 99,04% | 99,04% |