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 | 56,06% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 13 182 CHF | 5 796 CHF | 99,38% | 99,38% |
14/08/2024 | 50,59% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 049 | 250 000 | 14 718 CHF | 6 206 CHF | 98,87% | 98,87% |
13/08/2024 | 52,48% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 259 | 250 000 | 14 155 CHF | 6 064 CHF | 98,92% | 98,92% |
12/08/2024 | 51,18% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 995 155 | 250 000 | 14 618 CHF | 6 173 CHF | 98,80% | 98,80% |
09/08/2024 | 40,00% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 194 | 250 000 | 19 864 CHF | 7 500 CHF | 98,85% | 98,85% |
08/08/2024 | 40,11% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 453 | 250 000 | 19 832 CHF | 7 486 CHF | 96,92% | 96,92% |
07/08/2024 | 44,22% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 718 | 250 000 | 17 762 CHF | 6 972 CHF | 98,65% | 98,65% |
06/08/2024 | 41,79% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 979 101 | 250 000 | 18 645 CHF | 7 284 CHF | 98,78% | 98,78% |
02/08/2024 | 41,79% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 19 106 CHF | 7 277 CHF | 99,39% | 99,39% |
30/07/2024 | 61,30% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 451 | 250 000 | 11 564 CHF | 5 402 CHF | 99,38% | 99,38% |