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 | 29,82% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 689 CHF | 9 672 CHF | 100,00% | 100,00% |
14/08/2024 | 29,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 28 958 CHF | 9 740 CHF | 99,48% | 99,48% |
13/08/2024 | 29,72% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 228 | 250 000 | 28 560 CHF | 9 698 CHF | 99,42% | 99,42% |
12/08/2024 | 27,03% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 158 CHF | 10 540 CHF | 99,45% | 99,45% |
09/08/2024 | 23,33% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 37 999 CHF | 12 000 CHF | 99,47% | 99,47% |
08/08/2024 | 22,11% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 247 CHF | 12 562 CHF | 97,45% | 97,45% |
07/08/2024 | 20,65% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 560 CHF | 13 390 CHF | 99,29% | 99,29% |
06/08/2024 | 21,64% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 990 609 | 250 000 | 40 891 CHF | 12 828 CHF | 99,42% | 99,42% |
02/08/2024 | 21,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 997 426 | 253 003 | 42 211 CHF | 13 211 CHF | 99,98% | 99,98% |
30/07/2024 | 15,96% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 882 362 | 449 239 | 50 879 CHF | 30 388 CHF | 100,00% | 100,00% |