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 | 31,27% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 066 | 250 000 | 26 957 CHF | 9 299 CHF | 99,45% | 99,45% |
14/08/2024 | 33,94% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 24 543 CHF | 8 636 CHF | 98,90% | 98,90% |
13/08/2024 | 38,77% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 20 924 CHF | 7 731 CHF | 98,93% | 98,93% |
12/08/2024 | 33,32% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 020 CHF | 8 755 CHF | 98,89% | 98,89% |
09/08/2024 | 26,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 518 CHF | 10 630 CHF | 98,95% | 98,95% |
08/08/2024 | 31,13% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 27 469 CHF | 9 367 CHF | 96,83% | 96,83% |
07/08/2024 | 26,46% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 964 CHF | 10 741 CHF | 98,91% | 98,91% |
06/08/2024 | 27,49% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 974 427 | 250 000 | 30 699 CHF | 10 380 CHF | 98,91% | 98,91% |
02/08/2024 | 33,38% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 986 126 | 250 000 | 24 870 CHF | 8 797 CHF | 99,16% | 99,16% |
30/07/2024 | 24,84% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 943 661 | 301 663 | 36 168 CHF | 16 092 CHF | 99,47% | 99,47% |