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 | 19,81% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 283 720 | 45 546 CHF | 15 887 CHF | 100,00% | 100,00% |
14/08/2024 | 18,42% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 466 119 | 49 336 CHF | 27 791 CHF | 100,00% | 100,00% |
13/08/2024 | 18,55% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 973 076 | 446 971 | 47 854 CHF | 26 766 CHF | 98,91% | 98,91% |
12/08/2024 | 19,21% | 0,06 CHF | 0,07 CHF | 250 000 | 250 000 | 948 723 | 375 961 | 44 694 CHF | 21 881 CHF | 98,90% | 98,90% |
09/08/2024 | 17,93% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 986 610 | 495 308 | 50 116 CHF | 30 120 CHF | 99,80% | 99,80% |
08/08/2024 | 16,58% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 918 037 | 461 254 | 50 827 CHF | 30 152 CHF | 100,00% | 100,00% |
07/08/2024 | 16,53% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 904 334 | 464 703 | 50 081 CHF | 30 403 CHF | 99,44% | 99,44% |
06/08/2024 | 18,06% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 897 151 | 281 550 | 45 835 CHF | 18 442 CHF | 99,28% | 99,28% |
02/08/2024 | 23,88% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 997 642 | 250 000 | 36 929 CHF | 11 753 CHF | 99,78% | 99,78% |
31/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 991 513 | 250 000 | 29 745 CHF | 10 000 CHF | 32,10% | 32,10% |