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 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 98 951 | 15 000 CHF | 3 958 CHF | 99,18% | 99,18% |
14/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 98 268 | 15 000 CHF | 3 931 CHF | 98,49% | 98,49% |
13/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 000 CHF | 4 000 CHF | 94,97% | 94,97% |
12/08/2024 | 28,57% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 000 CHF | 4 000 CHF | 96,84% | 96,84% |
09/08/2024 | 23,95% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 18 636 CHF | 4 727 CHF | 99,89% | 99,89% |
08/08/2024 | 28,05% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 15 412 CHF | 4 082 CHF | 97,33% | 97,33% |
07/08/2024 | 27,91% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 418 480 | 90 942 | 16 133 CHF | 4 444 CHF | 99,24% | 99,24% |
06/08/2024 | 69,38% | 0,02 CHF | 0,04 CHF | 50 000 | 50 000 | 39 624 | 39 624 | 792 CHF | 1 621 CHF | 97,99% | 97,99% |
02/08/2024 | 71,43% | 0,02 CHF | 0,06 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 378 CHF | 792 CHF | 88,17% | 88,17% |
31/07/2024 | 32,96% | 0,05 CHF | 0,07 CHF | 50 000 | 50 000 | 46 963 | 46 963 | 2 312 CHF | 3 183 CHF | 19,03% | 19,03% |