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 | 22,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 38 640 CHF | 12 160 CHF | 100,00% | 100,00% |
14/08/2024 | 22,98% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 39 087 CHF | 12 272 CHF | 100,00% | 100,00% |
13/08/2024 | 24,87% | 0,03 CHF | 0,04 CHF | 1 000 000 | 250 000 | 992 387 | 252 652 | 35 184 CHF | 11 509 CHF | 98,78% | 98,78% |
12/08/2024 | 19,88% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 476 | 268 450 | 45 000 CHF | 14 939 CHF | 98,95% | 98,95% |
09/08/2024 | 20,58% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 255 270 | 43 701 CHF | 13 732 CHF | 99,82% | 99,82% |
08/08/2024 | 21,77% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 261 820 | 41 051 CHF | 13 423 CHF | 100,00% | 100,00% |
07/08/2024 | 18,69% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 970 922 | 437 652 | 47 873 CHF | 26 571 CHF | 99,48% | 99,48% |
06/08/2024 | 25,31% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 988 178 | 250 000 | 34 118 CHF | 11 148 CHF | 99,34% | 99,34% |
02/08/2024 | 18,03% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 944 728 | 384 618 | 47 837 CHF | 23 805 CHF | 99,78% | 99,78% |
31/07/2024 | 14,37% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 772 498 | 399 621 | 49 894 CHF | 29 811 CHF | 32,11% | 32,11% |