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 | 27,33% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 98 979 | 16 112 CHF | 4 184 CHF | 97,33% | 97,33% |
14/08/2024 | 28,54% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 98 283 | 15 179 CHF | 3 970 CHF | 96,54% | 96,54% |
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 | 23,28% | 0,03 CHF | 0,04 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 19 169 CHF | 4 834 CHF | 81,24% | 81,24% |
09/08/2024 | 19,48% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 23 393 CHF | 5 679 CHF | 99,37% | 99,37% |
08/08/2024 | 21,06% | 0,04 CHF | 0,05 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 21 436 CHF | 5 287 CHF | 97,19% | 97,19% |
07/08/2024 | 21,34% | 0,05 CHF | 0,06 CHF | 500 000 | 100 000 | 421 278 | 91 253 | 20 236 CHF | 5 258 CHF | 98,49% | 98,49% |
06/08/2024 | 59,95% | 0,03 CHF | 0,04 CHF | 50 000 | 50 000 | 39 146 | 39 146 | 1 026 CHF | 1 803 CHF | 93,61% | 93,61% |
02/08/2024 | 56,15% | 0,03 CHF | 0,07 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 528 CHF | 936 CHF | 88,17% | 88,17% |
31/07/2024 | 25,62% | 0,07 CHF | 0,09 CHF | 50 000 | 50 000 | 46 984 | 46 984 | 3 009 CHF | 3 880 CHF | 19,01% | 19,01% |