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 | 57,84% | 0,05 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 49 175 | 23 169 CHF | 4 112 CHF | 97,11% | 97,11% |
14/08/2024 | 53,50% | 0,05 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 48 678 | 26 744 CHF | 4 476 CHF | 96,06% | 96,06% |
13/08/2024 | 52,44% | 0,05 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 24 253 CHF | 4 146 CHF | 96,93% | 96,93% |
12/08/2024 | 51,64% | 0,05 CHF | 0,08 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 012 CHF | 4 252 CHF | 100,00% | 100,00% |
09/08/2024 | 56,60% | 0,05 CHF | 0,09 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 25 158 CHF | 4 500 CHF | 100,00% | 100,00% |
08/08/2024 | 44,32% | 0,07 CHF | 0,10 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 34 055 CHF | 5 341 CHF | 97,96% | 97,96% |
07/08/2024 | 38,53% | 0,08 CHF | 0,12 CHF | 500 000 | 50 000 | 500 000 | 50 000 | 40 827 CHF | 6 031 CHF | 100,00% | 100,00% |
06/08/2024 | 58,10% | 0,08 CHF | 0,12 CHF | 500 000 | 50 000 | 500 000 | 35 055 | 33 053 CHF | 4 067 CHF | 81,63% | 81,63% |
02/08/2024 | 114,55% | 0,05 CHF | 0,18 CHF | 500 000 | 10 000 | 500 000 | 10 000 | 25 031 CHF | 1 832 CHF | 98,64% | 98,64% |
31/07/2024 | 34,22% | 0,13 CHF | 0,18 CHF | 390 000 | 25 000 | 381 719 | 24 445 | 50 642 CHF | 4 581 CHF | 28,05% | 28,05% |