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 | 50,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 925 | 250 000 | 14 939 CHF | 6 250 CHF | 99,39% | 99,39% |
14/08/2024 | 47,85% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 16 673 CHF | 6 668 CHF | 98,88% | 98,88% |
13/08/2024 | 34,29% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 283 CHF | 8 571 CHF | 98,93% | 98,93% |
12/08/2024 | 39,67% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 993 674 | 250 000 | 20 124 CHF | 7 563 CHF | 98,81% | 98,81% |
09/08/2024 | 36,13% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 22 904 CHF | 8 226 CHF | 98,83% | 98,83% |
08/08/2024 | 39,95% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 041 | 250 000 | 19 895 CHF | 7 509 CHF | 96,89% | 96,89% |
07/08/2024 | 39,56% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 330 CHF | 7 583 CHF | 98,66% | 98,66% |
06/08/2024 | 47,31% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 985 707 | 250 000 | 16 084 CHF | 6 587 CHF | 98,90% | 98,90% |
02/08/2024 | 35,94% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 23 292 CHF | 8 323 CHF | 99,39% | 99,39% |
30/07/2024 | 25,02% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 059 | 250 000 | 34 766 CHF | 11 244 CHF | 99,38% | 99,38% |