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 | 18,72% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 427 447 | 48 526 CHF | 25 273 CHF | 100,00% | 100,00% |
14/08/2024 | 17,27% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 953 733 | 484 170 | 50 476 CHF | 30 480 CHF | 100,00% | 100,00% |
13/08/2024 | 15,27% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 833 419 | 422 810 | 50 450 CHF | 29 822 CHF | 98,81% | 98,81% |
12/08/2024 | 15,71% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 860 282 | 436 576 | 50 493 CHF | 29 979 CHF | 98,98% | 98,98% |
09/08/2024 | 15,10% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 825 803 | 420 091 | 50 545 CHF | 29 924 CHF | 99,86% | 99,86% |
08/08/2024 | 14,48% | 0,06 CHF | 0,07 CHF | 850 000 | 425 000 | 791 652 | 404 503 | 50 693 CHF | 29 966 CHF | 100,00% | 100,00% |
07/08/2024 | 16,40% | 0,05 CHF | 0,06 CHF | 925 000 | 475 000 | 902 256 | 462 839 | 50 524 CHF | 30 546 CHF | 99,41% | 99,41% |
06/08/2024 | 13,18% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 707 061 | 367 676 | 50 115 CHF | 29 751 CHF | 99,57% | 99,57% |
02/08/2024 | 18,85% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 987 846 | 409 417 | 47 554 CHF | 24 016 CHF | 99,80% | 99,80% |
31/07/2024 | 20,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 986 931 | 250 000 | 44 061 CHF | 13 657 CHF | 32,10% | 32,10% |