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 | 16,37% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 900 811 | 460 665 | 50 529 CHF | 30 436 CHF | 99,79% | 99,79% |
14/08/2024 | 17,20% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 952 082 | 484 028 | 50 604 CHF | 30 579 CHF | 99,28% | 99,28% |
13/08/2024 | 19,16% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 999 727 | 359 003 | 47 284 CHF | 20 838 CHF | 99,58% | 99,58% |
12/08/2024 | 17,56% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 968 308 | 489 436 | 50 334 CHF | 30 349 CHF | 99,45% | 99,45% |
09/08/2024 | 18,30% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 998 394 | 483 582 | 49 596 CHF | 28 921 CHF | 99,48% | 99,48% |
08/08/2024 | 21,46% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 781 CHF | 12 945 CHF | 100,00% | 100,00% |
07/08/2024 | 20,44% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 252 624 | 44 113 CHF | 13 682 CHF | 99,42% | 99,42% |
06/08/2024 | 25,12% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 997 885 | 250 000 | 34 800 CHF | 11 219 CHF | 99,54% | 99,54% |
02/08/2024 | 22,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 442 CHF | 12 361 CHF | 100,00% | 100,00% |
30/07/2024 | 17,11% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 945 910 | 481 970 | 50 574 CHF | 30 602 CHF | 100,00% | 100,00% |