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 | 31,85% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 26 553 CHF | 9 138 CHF | 99,39% | 99,39% |
14/08/2024 | 32,74% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 044 | 250 000 | 25 427 CHF | 8 906 CHF | 98,87% | 98,87% |
13/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 814 | 250 000 | 24 820 CHF | 8 750 CHF | 98,94% | 98,94% |
12/08/2024 | 31,01% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 943 169 | 250 000 | 26 022 CHF | 9 361 CHF | 98,77% | 98,77% |
09/08/2024 | 26,75% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 118 | 250 000 | 32 318 CHF | 10 637 CHF | 98,82% | 98,82% |
08/08/2024 | 26,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 526 | 250 000 | 32 693 CHF | 10 714 CHF | 96,92% | 96,92% |
07/08/2024 | 25,01% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 993 736 | 250 000 | 34 770 CHF | 11 247 CHF | 98,65% | 98,65% |
06/08/2024 | 25,64% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 978 910 | 250 000 | 33 287 CHF | 11 044 CHF | 98,78% | 98,78% |
02/08/2024 | 17,32% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 954 396 | 477 542 | 50 390 CHF | 30 029 CHF | 99,39% | 99,39% |
30/07/2024 | 10,81% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 584 601 | 299 698 | 51 165 CHF | 29 238 CHF | 99,38% | 99,38% |