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 | 33,24% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 489 | 250 000 | 25 109 CHF | 8 799 CHF | 99,38% | 99,38% |
14/08/2024 | 37,73% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 21 702 CHF | 7 926 CHF | 98,88% | 98,88% |
13/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 984 475 | 250 000 | 19 690 CHF | 7 500 CHF | 98,92% | 98,92% |
12/08/2024 | 39,37% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 985 892 | 250 000 | 20 189 CHF | 7 618 CHF | 98,53% | 98,53% |
09/08/2024 | 35,71% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 23 217 CHF | 8 304 CHF | 98,85% | 98,85% |
08/08/2024 | 33,33% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 406 | 250 000 | 24 835 CHF | 8 750 CHF | 96,90% | 96,90% |
07/08/2024 | 33,42% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 568 | 250 000 | 24 747 CHF | 8 733 CHF | 98,66% | 98,66% |
06/08/2024 | 38,79% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 991 983 | 250 000 | 20 704 CHF | 7 726 CHF | 98,90% | 98,90% |
02/08/2024 | 24,90% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 253 551 | 35 191 CHF | 11 452 CHF | 99,38% | 99,38% |
30/07/2024 | 15,12% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 827 915 | 418 089 | 50 616 CHF | 29 751 CHF | 99,39% | 99,39% |