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 | 24,01% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 781 CHF | 11 695 CHF | 99,38% | 99,38% |
14/08/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 504 | 250 000 | 39 700 CHF | 12 500 CHF | 98,86% | 98,86% |
13/08/2024 | 20,55% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 748 | 250 000 | 43 444 CHF | 13 443 CHF | 98,95% | 98,95% |
12/08/2024 | 21,05% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 987 150 | 250 000 | 42 067 CHF | 13 161 CHF | 98,84% | 98,84% |
09/08/2024 | 20,68% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 992 652 | 250 000 | 43 138 CHF | 13 367 CHF | 98,84% | 98,84% |
08/08/2024 | 19,89% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 993 996 | 260 878 | 45 044 CHF | 14 472 CHF | 96,88% | 96,88% |
07/08/2024 | 21,45% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 991 657 | 256 824 | 41 414 CHF | 13 340 CHF | 98,66% | 98,66% |
06/08/2024 | 17,89% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 964 140 | 441 485 | 49 221 CHF | 27 252 CHF | 98,82% | 98,82% |
02/08/2024 | 23,85% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 076 CHF | 11 769 CHF | 99,39% | 99,39% |
30/07/2024 | 31,30% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 995 023 | 250 000 | 27 017 CHF | 9 285 CHF | 99,38% | 99,38% |