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 | 93,40% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 992 092 | 250 000 | 5 950 CHF | 3 997 CHF | 98,80% | 98,80% |
14/08/2024 | 91,79% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 999 146 | 250 000 | 6 227 CHF | 4 058 CHF | 98,48% | 98,48% |
13/08/2024 | 74,16% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 981 117 | 250 000 | 8 741 CHF | 4 719 CHF | 98,39% | 98,39% |
12/08/2024 | 67,19% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 9 921 CHF | 4 980 CHF | 98,32% | 98,32% |
09/08/2024 | 58,14% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 952 | 250 000 | 12 506 CHF | 5 639 CHF | 98,49% | 98,49% |
08/08/2024 | 54,85% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 196 | 250 000 | 13 442 CHF | 5 886 CHF | 98,60% | 98,60% |
07/08/2024 | 49,77% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 15 113 CHF | 6 278 CHF | 97,77% | 97,77% |
06/08/2024 | 37,13% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 971 550 | 250 000 | 21 539 CHF | 8 057 CHF | 98,93% | 98,93% |
02/08/2024 | 65,49% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 983 482 | 250 000 | 10 187 CHF | 5 088 CHF | 98,89% | 98,89% |
30/07/2024 | 52,74% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 14 177 CHF | 6 044 CHF | 98,97% | 98,97% |