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 | 500 000 | 100 000 | 500 000 | 98 775 | 5 000 CHF | 1 976 CHF | 84,55% | 87,32% |
14/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 99 589 | 5 000 CHF | 1 992 CHF | 83,89% | 97,82% |
13/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 86,98% | 94,96% |
12/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 81,24% | 81,24% |
09/08/2024 | 50,17% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 8 094 CHF | 2 619 CHF | 89,48% | 89,48% |
08/08/2024 | 66,67% | 0,01 CHF | 0,02 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 5 000 CHF | 2 000 CHF | 96,19% | 96,19% |
07/08/2024 | 55,19% | 0,02 CHF | 0,03 CHF | 500 000 | 100 000 | 418 480 | 90 942 | 7 172 CHF | 2 483 CHF | 99,24% | 99,24% |
06/08/2024 | 67,61% | 0,01 CHF | 0,02 CHF | 50 000 | 50 000 | 49 292 | 49 292 | 493 CHF | 993 CHF | 20,05% | 97,02% |
02/08/2024 | 120,00% | 0,01 CHF | 0,03 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 125 CHF | 500 CHF | 20,70% | 87,59% |
31/07/2024 | 68,19% | 0,02 CHF | 0,04 CHF | 50 000 | 50 000 | 46 963 | 46 963 | 750 CHF | 1 444 CHF | 19,03% | 19,03% |