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 | 24,66% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 35 606 CHF | 11 402 CHF | 100,00% | 100,00% |
14/08/2024 | 21,84% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 867 CHF | 12 717 CHF | 100,00% | 100,00% |
13/08/2024 | 19,41% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 336 218 | 46 629 CHF | 19 250 CHF | 99,50% | 99,50% |
12/08/2024 | 19,20% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 992 200 | 363 075 | 46 842 CHF | 21 039 CHF | 97,29% | 97,29% |
09/08/2024 | 18,37% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 996 481 | 462 452 | 49 331 CHF | 27 629 CHF | 99,82% | 99,82% |
08/08/2024 | 16,41% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 912 135 | 465 763 | 51 027 CHF | 30 706 CHF | 100,00% | 100,00% |
07/08/2024 | 16,01% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 879 431 | 446 960 | 50 513 CHF | 30 158 CHF | 100,00% | 100,00% |
06/08/2024 | 12,81% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 683 761 | 356 211 | 50 007 CHF | 29 601 CHF | 99,31% | 99,31% |
02/08/2024 | 22,75% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 985 750 | 250 000 | 38 561 CHF | 12 265 CHF | 100,00% | 100,00% |
31/07/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 985 925 | 250 000 | 29 578 CHF | 10 000 CHF | 32,15% | 32,15% |