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 | 17,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 943 450 | 480 994 | 50 252 CHF | 30 440 CHF | 99,80% | 99,80% |
14/08/2024 | 15,43% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 851 938 | 429 314 | 50 979 CHF | 29 982 CHF | 99,29% | 99,29% |
13/08/2024 | 14,28% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 775 000 | 400 000 | 50 381 CHF | 30 003 CHF | 99,58% | 99,58% |
12/08/2024 | 13,66% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 743 037 | 384 018 | 50 694 CHF | 30 041 CHF | 99,46% | 99,46% |
09/08/2024 | 12,20% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 651 663 | 338 331 | 50 174 CHF | 29 434 CHF | 99,48% | 99,48% |
08/08/2024 | 11,08% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 597 942 | 306 804 | 51 012 CHF | 29 245 CHF | 100,00% | 100,00% |
07/08/2024 | 11,19% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 593 985 | 346 529 | 50 136 CHF | 33 327 CHF | 99,42% | 99,42% |
06/08/2024 | 9,30% | 0,10 CHF | 0,11 CHF | 475 000 | 475 000 | 491 546 | 489 300 | 50 456 CHF | 55 130 CHF | 99,56% | 99,56% |
02/08/2024 | 12,75% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 690 342 | 356 173 | 50 697 CHF | 29 718 CHF | 100,00% | 100,00% |
30/07/2024 | 23,99% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 821 CHF | 11 705 CHF | 100,00% | 100,00% |