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 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 10 000 CHF | 5 000 CHF | 99,39% | 99,39% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 019 | 250 000 | 9 930 CHF | 5 000 CHF | 98,88% | 98,88% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 228 | 250 000 | 9 932 CHF | 5 000 CHF | 98,92% | 98,92% |
12/08/2024 | 66,61% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 095 | 250 000 | 9 967 CHF | 5 004 CHF | 98,82% | 98,82% |
09/08/2024 | 59,75% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 993 089 | 250 000 | 11 982 CHF | 5 519 CHF | 98,85% | 98,85% |
08/08/2024 | 54,29% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 994 446 | 250 000 | 13 658 CHF | 5 928 CHF | 96,89% | 96,89% |
07/08/2024 | 59,89% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 993 697 | 250 000 | 11 939 CHF | 5 508 CHF | 98,66% | 98,66% |
06/08/2024 | 60,09% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 978 763 | 250 000 | 11 655 CHF | 5 493 CHF | 98,80% | 98,80% |
02/08/2024 | 54,29% | 0,02 CHF | 0,03 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 13 713 CHF | 5 928 CHF | 99,39% | 99,39% |
30/07/2024 | 75,39% | 0,01 CHF | 0,02 CHF | 1 000 000 | 250 000 | 995 473 | 250 000 | 8 647 CHF | 4 673 CHF | 99,37% | 99,37% |