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 | 26,53% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 33 210 CHF | 21 605 CHF | 99,60% | 99,60% |
14/08/2024 | 25,50% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 34 837 CHF | 22 419 CHF | 99,62% | 99,62% |
13/08/2024 | 28,65% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 29 927 CHF | 19 964 CHF | 99,65% | 99,65% |
12/08/2024 | 23,60% | 0,03 CHF | 0,04 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 37 835 CHF | 23 918 CHF | 99,34% | 99,34% |
09/08/2024 | 18,88% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 48 267 CHF | 29 133 CHF | 99,49% | 99,49% |
08/08/2024 | 21,60% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 41 545 CHF | 25 773 CHF | 99,56% | 99,56% |
07/08/2024 | 22,12% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 40 251 CHF | 25 125 CHF | 99,50% | 99,50% |
06/08/2024 | 17,09% | 0,04 CHF | 0,05 CHF | 1 000 000 | 500 000 | 1 000 000 | 455 692 | 54 581 CHF | 29 251 CHF | 99,08% | 99,08% |
02/08/2024 | 16,17% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 57 325 CHF | 33 663 CHF | 99,46% | 99,46% |
30/07/2024 | 8,68% | 0,12 CHF | 0,13 CHF | 1 000 000 | 500 000 | 1 000 000 | 500 000 | 110 216 CHF | 60 108 CHF | 99,57% | 99,57% |