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 | 26,28% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 33 222 CHF | 10 806 CHF | 99,80% | 99,80% |
14/08/2024 | 21,00% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 42 753 CHF | 13 188 CHF | 99,28% | 99,28% |
13/08/2024 | 23,67% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 570 | 250 000 | 37 102 CHF | 11 850 CHF | 99,57% | 99,57% |
12/08/2024 | 24,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 043 CHF | 11 261 CHF | 99,45% | 99,45% |
09/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 000 CHF | 12 500 CHF | 99,47% | 99,47% |
08/08/2024 | 19,31% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 403 806 | 47 111 CHF | 23 492 CHF | 100,00% | 100,00% |
07/08/2024 | 20,63% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 931 | 310 562 | 43 540 CHF | 17 166 CHF | 99,51% | 99,51% |
06/08/2024 | 16,31% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 887 037 | 455 062 | 49 978 CHF | 30 175 CHF | 99,56% | 99,56% |
02/08/2024 | 30,66% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 264 CHF | 9 566 CHF | 100,00% | 100,00% |
30/07/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 000 CHF | 5 000 CHF | 100,00% | 100,00% |