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 | 88,72% | 0,02 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 98 711 | 6 400 CHF | 3 164 CHF | 99,07% | 99,07% |
14/08/2024 | 100,43% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 98 653 | 5 000 CHF | 2 973 CHF | 96,63% | 98,83% |
13/08/2024 | 88,60% | 0,01 CHF | 0,03 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 6 480 CHF | 3 238 CHF | 96,65% | 96,65% |
12/08/2024 | 66,67% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 000 CHF | 3 000 CHF | 100,00% | 100,00% |
09/08/2024 | 66,67% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 75 000 | 10 000 CHF | 3 000 CHF | 100,00% | 100,00% |
08/08/2024 | 70,02% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 436 541 | 69 855 | 8 980 CHF | 2 823 CHF | 91,50% | 91,50% |
07/08/2024 | 50,46% | 0,03 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 12 776 CHF | 4 231 CHF | 100,00% | 100,00% |
06/08/2024 | 86,91% | 0,02 CHF | 0,04 CHF | 500 000 | 75 000 | 500 000 | 64 711 | 8 671 CHF | 2 763 CHF | 99,56% | 99,56% |
02/08/2024 | 114,78% | 0,01 CHF | 0,07 CHF | 500 000 | 20 000 | 448 022 | 20 000 | 10 229 CHF | 1 677 CHF | 92,49% | 92,49% |
31/07/2024 | 34,26% | 0,07 CHF | 0,09 CHF | 364 800 | 75 000 | 364 739 | 71 609 | 23 136 CHF | 6 400 CHF | 30,67% | 30,67% |