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 | 32,41% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 25 971 CHF | 8 993 CHF | 100,00% | 100,00% |
14/08/2024 | 28,83% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 29 762 CHF | 9 940 CHF | 100,00% | 100,00% |
13/08/2024 | 26,63% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 32 717 CHF | 10 679 CHF | 98,91% | 98,91% |
12/08/2024 | 25,30% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 002 | 250 000 | 34 367 CHF | 11 144 CHF | 99,00% | 99,00% |
09/08/2024 | 24,36% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 36 239 CHF | 11 560 CHF | 100,00% | 100,00% |
08/08/2024 | 22,35% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 40 169 CHF | 12 542 CHF | 100,00% | 100,00% |
07/08/2024 | 20,71% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 999 976 | 281 163 | 43 524 CHF | 15 246 CHF | 99,40% | 99,40% |
06/08/2024 | 17,18% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 943 140 | 477 607 | 50 240 CHF | 30 224 CHF | 99,24% | 99,24% |
02/08/2024 | 28,35% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 996 101 | 250 000 | 30 197 CHF | 10 079 CHF | 99,77% | 99,77% |
31/07/2024 | 31,98% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 990 568 | 250 000 | 26 165 CHF | 9 112 CHF | 32,11% | 32,11% |